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AlexD Intraday market footprint

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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

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