# Probability of a random walk reaching the point X; maximal c

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https://ibb.co/guBuPd As the title indicates, I want to calculate the Probability of a stock price reaching a determined point, by considering the system as a random walk model, and after that, to compute the so called "maximal curves". I found the whole explanation in this article: http://forexop.com/strategy/stop-loss-profit-placements-max-returns/ The thing is that I have little knowledge of mathematics, and thus I have no idea about how that formula is calculated. (Excuse my ignorance, but I do not know what the n above the term (m+n)/2 means. I have no idea about how to calculate it) Secondly, After calculating it, it says that "we convert the price Z, using the volatility, into a standard unit variable, for comparison against the step process". What does this mean? I understand from it that I have to Z-score the price movements (Price movement/ (sigma* sqr(time/steps))) But how do I get the maximal curves from "comparing it with the step process". I do not really understand that part of the article Again, I apologize for my ignorance and silly questions Thank you all beforehand

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