[TOOL] 🔥 Is Your Stop Inside the Noise? — 72h Range & Touch Odds

[CryptoLogixBot]

ATR tells you how far price has moved. TPR tells you how far it can move in the next 3 days.

I built a free risk tool for my own stop placement and opened it up: CL True Path Range (TPR-72). For BTC, ETH, SOL and 41 more coins it publishes the range price is expected to stay inside over the next 72 hours, plus the chance of price touching any level you pick. It does not predict direction, only how big the move is likely to be.

What it shows

• TPR80: the range price stays inside with 80% probability for 72 hours, counting every hourly high and low, not just closes.
• TPR50: the typical move. Price leaves it about half the time.
• Touch chance: the probability that price touches a given level within 24h or 72h, for example your stop or take-profit.
• Regime: Calm / Normal / Expansion / Extreme, i.e. where current volatility sits within the coin's last 180 days.

BTC right now (07 Oct, 15:00 UTC, price 83,411):

Code:

TPR80  ±4.4%   (79,760 – 87,060)
TPR50  ±3.0%
Regime Normal

Chance of touching a level (each side):
distance   within 24h   within 72h
  2%          20%          47%
  3%           8%          26%
  5%           2%           8%

In practice: a stop 2% away from BTC gets touched within 3 days almost half the time, even if your idea is right. That is noise, not a signal.

Position calculator
Pick a coin, deposit, risk per trade and side. It returns:

• a stop on the edge of the active forecast range, and the live chance of that stop being touched in the hours left;
• the position size, so a stop-out costs exactly the risk you set;
• the maximum leverage that keeps isolated-margin liquidation beyond your stop;
• a target ceiling that is unlikely to be reached within the period.

You can also type your own stop and take-profit, as a price or a %, and see the chance of each being touched.

How it is calculated
Volatility comes from Binance futures hourly ATR (14h and 7d blend, with a floor for dead-quiet periods). The 80% and 50% multipliers are percentiles of how far that coin actually travelled in 72-hour windows over the previous 180 days, using only windows that had closed before the forecast. The formula is fixed and is not re-tuned after the fact.

On history (35,270 forecasts) the 80% range held price in 78.1% of cases and the 50% range in 51.6%. It is weakest during sharp market-wide crashes. The touch probabilities were tested the same way across 44 coins: predicted chance versus actual touch frequency differ by 1 to 3 percentage points.

Why you don't have to trust me
A risk number is easy to fake after the fact, so:

• every hourly forecast is written to a public journal before the outcome is known;
• each hour of the journal is sealed into a SHA-256 hash chain, and sealed hours are never edited;
• once a day the head of the chain is timestamped in the Bitcoin blockchain via OpenTimestamps;
• after 72 hours each forecast is checked against Binance candles, and misses stay in the score;
• the full log, the chain and a small verify.py are open for download, so you can recheck everything yourself.

On the site, forecasts run in back-to-back 3-day periods (issued at 01:00 UTC). For each one you can see its dates, the frozen price bounds and the verdict. The live journal started on 4 Oct, and the first 72-hour verdicts land on 7 Oct, 21:00 UTC.

Links
Tool and calculator: https://cryptologixbot.com/en/forecast/
BTC page with touch chances and past periods: https://cryptologixbot.com/en/coin/btc/
Sealed log and verification: https://cryptologixbot.com/forecast/log/

It's free, with no sign-up. It's a risk reference, not trading advice and not a signal service.

I'd really like feedback from people who trade with stops:

• Would you size positions off a range like this?
• Which coins are missing?
• Would a 24-hour version be more useful than 72 hours?

I'll post the verified score in this thread as it builds up, misses included.

[BitMaxz]

I never tried the TPR, but the average true range I'm using it for calculating my stop-loss and also using it for stop trail. It works to me, but this TPR has never heard of this.

If I am going to do it manually, how exactly does it work? Because I can't understand the dashboard you link above. I might get some idea to use them for future improvements.

[CryptoLogixBot]

I never tried the TPR, but the average true range I'm using it for calculating my stop-loss and also using it for stop trail. It works to me, but this TPR has never heard of this.

If I am going to do it manually, how exactly does it work? Because I can't understand the dashboard you link above. I might get some idea to use them for future improvements.

Good question. If you already use ATR for stops, you're 80% of the way there. TPR is basically ATR with the multiplier calibrated from the coin's own history, instead of a fixed 1.5× or 2× that everyone guesses.

How to do it manually (1h candles):

1. Volatility now (σ). Take ATR(14) in %, i.e. ATR divided by price, and ATR(168), which is one week of hourly bars. σ = √(ATR14% × ATR168%). The weekly part stops one quiet or wild day from dominating. We also put a floor on σ (85% of its 30-day median), so a dead-calm session doesn't produce a tiny range.

2. History. Go back 180 days. For every hour, measure the biggest move in either direction over the next 72 hours, using highs and lows, not closes: max(highest high / close − 1, 1 − lowest low / close). Divide that by σ at that hour. Only use windows that have fully closed before "now".

3. Multipliers. You now have a few thousand ratios. Their 80th percentile is k80, and their median is k50.

4. Range. TPR80 = k80 × σ now. The range is price × (1 ± TPR80). TPR50 works the same way with k50.

BTC right now:

Code:

price        83,388
ATR14 (1h)   0.48%  (~$401)
k80 = 8.85   →  TPR80 = ±4.2%  (79,850 – 86,930)
k50 = 6.13   →  TPR50 = ±2.9%

So on BTC the 3-day "80% range" is about 8.8× the hourly ATR. That number is different for every coin and changes over time, and that's the whole point of calibrating it.

Why it matters for your ATR stop. The same history gives the chance of a level being touched. For BTC right now:

Code:

stop distance      touched within 24h   within 72h
1.5 × ATR (0.72%)        61%               79%
2 × ATR   (0.96%)        49%               72%
3 × ATR   (1.44%)        32%               59%

A classic 2×ATR stop on the hourly chart gets hit about half the time within a day, regardless of whether the trade idea was right. On a scalp that's fine. If you plan to hold for a day or more, it's mostly noise taking you out. Your trailing stop has the same issue: trailing at 2×ATR on 1h means you will very likely be trailed out within the day.

Reading the page in 10 seconds:

• The big number (±4.2%) is TPR80: how far price can travel in 72h with 80% confidence.
• On the bar, the wide band is TPR80 and the narrow one is TPR50. The white tick is the price when the forecast was issued, and the yellow tick is the price now.
• The chart below shows past 3-day periods. Green means price stayed inside, red means it broke out. You can click any column to see that forecast.
• The calculator takes your deposit and risk % and gives the stop, position size and safe leverage. You can type your own stop as a price or a %, and it shows the touch chance.

If you want to try one thing: next time you set a 2×ATR stop, check its touch chance on the coin page first. If it's above ~50% for your holding time, either widen the stop and size down, or accept that you're paying for noise.

[BitMaxz]

Do you have any Pine Script of this because I still don't get it? And this does not yet exist on TradingView except the ATR. 

Or can you provide an image at least to understand how it works on the chart?

Good question. If you already use ATR for stops, you're 80% of the way there. TPR is basically ATR with the multiplier calibrated from the coin's own history, instead of a fixed 1.5× or 2× that everyone guesses.

I have a custom number of this, but those are the standard ones. I'm using 3.5x as my fixed number because crypto is more volatile compared to forex, which I use only for swing trading, and I am currently optimizing this a bit and working more on stop-trail to fit this strategy.


Those are standard works on forex, even the tighter setup; a few of them tested them on demo with a good result. I might move to forex in the future if I have enough capital to start.

[CryptoLogixBot]

Do you have any Pine Script of this because I still don't get it? And this does not yet exist on TradingView except the ATR.  

Or can you provide an image at least to understand how it works on the chart?

Good question. If you already use ATR for stops, you're 80% of the way there. TPR is basically ATR with the multiplier calibrated from the coin's own history, instead of a fixed 1.5× or 2× that everyone guesses.

I have a custom number of this, but those are the standard ones. I'm using 3.5x as my fixed number because crypto is more volatile compared to forex, which I use only for swing trading, and I am currently optimizing this a bit and working more on stop-trail to fit this strategy.


Those are standard works on forex, even the tighter setup; a few of them tested them on demo with a good result. I might move to forex in the future if I have enough capital to start.

Sure, here are both.

Picture first (BTC 1h, last ~3 weeks):


How to read it:

• Every box is one 3-day forecast. It is issued at 01:00 UTC and then frozen, and the next one starts where the previous ended.
• The wide box is TPR80, the range price should stay inside for 72h with 80% probability. The darker inner box is TPR50, the "typical" move.
• The border shows the verdict after 72h: green means price stayed inside, red means it broke out, and blue is the active one. On this stretch, 6 periods stayed inside and 1 broke out (the 19 Sep pump).
• The yellow dashed line is a 3.5×ATR stop on the 1h chart, measured from the current price.

Pine Script (TradingView, v6):
https://www.tradingview.com/script/jCyIDJn8-true-path-range-tpr-72-calibrated-3-day-range-stop-touch-p/
Open the Pine Editor, paste it, and add it to a 1h chart. It draws the same back-to-back 3-day boxes, green or red after each one closes, plus a table in the corner showing:

• TPR80 / TPR50 in %;
• TPR80 expressed in ATR(14) units, which is your "calibrated multiplier";
• your stop (×ATR, set in the inputs, 3.5 by default) and its chance of being touched within 24 and 72 bars.

I wrote it from our Python code and haven't run it in your TradingView setup. If the editor throws an error, post it here and I'll fix it. Numbers can differ a little from the site, because the site uses Binance futures and 180 days of history, while your chart uses your feed and whatever history your plan loads.

About your 3.5× fixed multiplier: on BTC 1h right now, 3.5×ATR(14) ≈ 1.67%. Based on BTC's own history, a level that far away gets touched about 26% of the time within 24h and 53% within 72h. So for a trade held about a day, 3.5× is reasonable on BTC. For a swing held 3 days, it gets hit about half the time.

Two caveats:

• That's the 1h ATR. If your 3.5× is on 4h or daily ATR, the stop is much wider and the touch chance much lower. The script works on any timeframe, but "72 bars" then means 12 days on 4h, so for that I'd change the horizon input.
• The right multiplier is different per coin and drifts over time. On BTC today the 80% range is ~8.8× hourly ATR, while on high-volatility alts it can be very different. That's exactly what TPR tracks, so you don't have to re-optimize 3.5 by hand.

On forex: same logic, it just needs the pair's own history. The script doesn't care what instrument it's on.

[CryptoLogixBot]

Update: the first live verdicts are in, plus what the data says about ATR stops, leverage and targets, and two tools I haven't mentioned here yet.

1. First live score: the good and the not-so-good
The first 613 forecasts have now been checked against Binance candles. I promised to post misses too, so here it is:

Code:

                 target    live (613 checked)    history (35,270)
TPR80 held        80%            77.0%                 78.1%
TPR50 held        50%            20.4%                 51.6%

TPR80 is right where it should be. TPR50 is not: price left the narrow band far more often than it should have.

The reason is visible on the chart. All 613 checked forecasts were issued within the same 13 hours (4–5 Oct), and all of their 72-hour windows ran into the same market-wide sell-off on 7 Oct. That's effectively one event counted 613 times, not 613 independent tests. On history, sharp market-wide moves are exactly where the model is weakest, and I say so on the page. The score updates every hour from here, and I'll keep posting it as the sample becomes more independent. If TPR50 stays low after a few weeks, the calibration needs work, and I'll say that too.

2. Your 2×ATR stop is a coin flip, on every coin
The most useful thing the data shows so far. A 2×ATR(14) stop on the 1h chart, and the chance it gets touched, from each coin's own history:

Code:

coin    TPR80    2×ATR    touched in 24h   in 72h
BTC     ±4.4%    1.00%         49%           71%
ETH     ±5.8%    1.24%         48%           70%
SOL     ±6.7%    1.45%         51%           72%
XRP     ±9.0%    1.75%         49%           70%
DOGE    ±9.2%    1.96%         49%           70%
LINK   ±10.4%    1.90%         53%           74%
BONK   ±16.6%    2.76%         53%           71%
QNT    ±22.4%    4.06%         58%           77%
PUMP   ±25.5%    5.69%         48%           69%

Volatility differs 6× across these coins, but the outcome is the same: about half of 2×ATR stops get hit within a day, and over 70% within three days. ATR scales the stop to the coin, but it doesn't take it out of the noise. If you hold for more than a few hours, a 2×ATR stop is mostly paying the market for normal wiggles.

3. Leverage and targets, honestly
From the same forecast. "Safe leverage" means liquidation (isolated margin) stays beyond the normal 3-day range. "+5% / +10%" is the chance price touches that level at all within 72h:

Code:

coin    safe leverage    touch +5% in 72h    touch +10% in 72h
BTC         ≤18×               8%                  2%
ETH         ≤14×              14%                  3%
SOL         ≤12×              22%                  4%
DOGE         ≤9×              32%                  9%
LINK         ≤8×              37%                 11%
BONK         ≤5×              51%                 25%
QNT          ≤3×              72%                 42%
PUMP         ≤3×              73%                 48%

Two things traders get wrong all the time. A "+10% swing on BTC this week" target has a ~2% chance of even being touched within 3 days. And 10× on a coin like PUMP means the exchange closes you before your stop does. A pretty 1:3 risk/reward on paper often means a target the market almost never reaches.

4. Live liquidations from three exchanges
https://cryptologixbot.com/en/liquidations/?from=btt
This is a real-time feed of forced liquidations on Binance, Bybit and OKX, all USDT perpetuals in one place. Last 24h: $87.6M longs vs $20.6M shorts liquidated, roughly 4:1, which is the same sell-off that hit the TPR50 score above.
The same page has a liquidation level map (heatmap): an estimate of where leveraged positions would be force-closed, built from open-interest changes on all three exchanges. To be clear, it's an estimate, like every liquidation heatmap.

5. Coin scanner
https://cryptologixbot.com/en/coin/?from=btt
44 coins in one table: price, 24h change, open interest across Binance+Bybit+OKX and its 1h/24h change, average funding, long/short account ratio, real liquidations for 24h, and the nearest liquidation clusters above and below. Every coin also has its own page with the TPR forecast, touch chances and past periods.

Example, BTC right now: OI $12.91B (−2.1% in 24h), 65% of accounts are long, the nearest large liquidation clusters are at ~86,280 above (+4.3%) and ~79,580 below (−3.8%). TPR80 is ±4.4%, so both clusters sit right at the edges of the normal 3-day range. A normal 3-day move can reach either one, and with 65% of accounts long, the cluster below is the one where forced selling would add fuel.

All free, no sign-up. I'll post the next TPR score update here as it builds up.