AlexD Intraday market footprint

The indicator shows probability of a moving average non reversal at certain moment of day.
IMF_Predict line shows the probability of a reversal for the specified period.

moving average - period/2 shifted sma of typical price ( (close+high+low)/3 ).

Parameters:
Number of days - previous days to calculate the probability
SMA filter period - chart smoothing period
IMF smooth period - additional indicator smoothing after calculation
IMF predict period - period for calculating the probability of a reversal in the next N bars
Skip N hours in days(optimisation) - I recommend a half of the normal session time. Low values - long calculation time, High values - skipping days.

Notes de version:

1. Fixed offset of IMF_Predict line
2. Added calculation of the last bars according to data of the previous day
3. Added reversal level