Hello . I"m trying to get an estimate for intraday hitting probability of an asset in some level . My question regards some fundamental assumptions about log normal distribution of return on intraday scale ( e.g 15 minutes , hours ) - so if i wanna do some simulation about an intraday trading results ( like in Monte Carlo ) with time resolution of 15 minutes interval for example , how should i treat the drift and volatility parameters assuming some approximation of Brownian Motion ? I know I"m entering some high frequency modelling - world so things are not as accurate - but i need some ("good") estimation for the hit probabilities i"m after .Thanks a lot ! Tom