I searched investopedia : https://www.investopedia.com/terms/s/scalping.asp Scalping is a trading strategy geared toward attaining many profits on minor price changes. Traders who implement this strategy place anywhere from 10 to a couple hundred trades in a single day with the belief that small moves in stock price are easier to catch than large ones; traders who implement this strategy are known as scalpers. Many small profits can easily compound into large gains if a strict exit strategy is used to prevent large losses. There is an impression among many traders that scalping means transacting large no of transactions for small profit. This is totally wrong.it is almost impossible to make a profit doing this. a true scalper only takes those trades where the probability of success is very high-this may mean he take only one trade a day or even none-it does not mean you make a lot of transactions. If probability is very high then the reward will be small compared to the risk [stop loss] How do you calculate probability?:there is no fixed formula; it is left to the traders' judgement and experience.