1. Start with creating a new document, make it white. Select the gradient tool (g), press d to reset your foreground and background color and draw a lineair gradient from top to bottom (hold shift to draw a straight line)
2. Filter > render > clouds
Filter > render > difference clouds
Hit ctrl+i to invert your image
Go to image > adjustments > levels (ctrl+l) and move the middle handler to the right as shown below
Now play around with the hue/saturation (ctrl+u) to add some color to your lightning
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