Question 1

How is stop-hit probability estimated?

Accepted Answer

It models price as a random walk and compares your stop distance to the expected move over your horizon (daily volatility × √days). The barrier-touch approximation ≈ 2 × N(−z), where z is how many standard deviations away the stop sits. It is an estimate, not a guarantee — real markets have fat tails and gaps.

Question 2

How far should my stop be?

Accepted Answer

Far enough that normal volatility does not tag it, but tight enough to keep risk small. If your stop is under one standard deviation of the expected range, you will get stopped by noise most of the time. Many traders place stops 1.5-2.5 standard deviations (or ATR multiples) beyond entry and size the position accordingly.

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