Confidence threshold and auto-calibration
What the 70% bar means, how to change it globally or per pair, and how the weekly auto-adjust keeps it honest.
What the threshold gates
Two things need to pass the confidence threshold:
- a pattern signal: a just-confirmed pattern is emitted as a signal (sound, flashing border, popup) only if its fused confidence is at or above the threshold and no veto applies; below it the pattern stays in the Watching list;
- the consensus card: GO LONG or GO SHORT needs confidence at or above the threshold; within 8 points below it the card shows LEAN instead.
The default is 70%.
Changing it
| Scope | Where |
|---|---|
| Global | Settings > Analysis > Confidence threshold slider, then Save settings (admin in the hosted service). |
| One pair | Pair detail page header: type a value in the threshold box (0.75 or 75) and click Set. Clear the box and click Set to return to the global value. The toast confirms the new value. |
A per-pair value always wins over the global one.
Calibration: does 70% mean 70%?
Every consensus call is logged with its confidence, and once its horizon has elapsed it is marked correct (price moved at least 0.3 ATR in the called direction), wrong (0.3 ATR against) or neither. Performance > Calibration buckets these resolved calls by predicted confidence in 5-point bins and shows, per bin, the number of calls, correct, wrong and the realised win rate. Green means the bin delivered at least its lower edge, amber means above 50% but below the bin, red means below 50%. The bin containing the current threshold is highlighted.
Pick the pair with the selector in the section header. No resolved live calls yet simply means the pair has not been running long enough.
Auto-adjust threshold
Switch on Auto-adjust threshold in the Calibration section (per pair). Once an hour the engine checks the last 200 resolved calls:
| Condition | Action |
|---|---|
| calls at or above the threshold win below 50% (at least 15 resolved) | threshold raised by 5 points |
| they win above 65% (at least 40 resolved) | threshold lowered by 3 points |
Changes happen at most once a week per pair and stay within 55% to 85%. Every change is listed in the Auto-threshold log under the table with the old and new value, the live win rate and the number of calls considered. Auto-adjust writes the per-pair threshold, so you will see the new value in the pair header box.
The backtest suggestion
The walk-forward backtest on the Performance page also produces a suggested threshold: the value that maximised total P&L with enough samples in the threshold sweep. It is a suggestion, not applied automatically. Compare it with the calibration table before copying it into the pair header.
Choosing a value
- Raising the threshold gives fewer, cleaner calls and more WAIT. Lowering it gives more LEAN and GO calls with a lower realised win rate.
- A pair whose calibration bins are consistently below their edge is one where the engine is overconfident; raise the bar or wait for the next retrain.
- Do not tune the threshold on a handful of calls. Fewer than 30 resolved calls says little.
Note: the threshold does not affect the Crash Radar. Crash levels have their own thresholds under Settings > Crash radar.