What Is The Difference Between ROC AUC And Accuracy
- Easy install — copy & attach to chart
- Works on MT4 and MT5
- Free updates
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Key Differences
- Calculation: Accuracy requires hard class predictions (0 or 1) based on a cut-off (usually 0.5), while AUROC uses continuous probability scores.
- Threshold Independence: AUROC is completely independent of the classification threshold, measuring how well positive instances are ranked higher than negative ones. Accuracy changes depending on where you set the threshold.
- Class Imbalance: Accuracy can be misleadingly high on imbalanced datasets (e.g., predicting the majority class all the time). AUROC handles imbalanced data much better because it measures relative ranking and trade-offs between true positive and false positive rates.
When to Use Which
- Use Accuracy when: Classes are balanced and you have chosen a specific, meaningful operational threshold where misclassification costs are roughly equal.
- Use AUROC when: Classes are imbalanced, you want to compare general ranking performance across multiple models, or you have not yet decided on a final decision threshold.
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How to Install on MetaTrader
- Download the file and extract it.
- In MetaTrader open File → Open Data Folder → MQL4/MQL5.
- Copy robots to "Experts" and indicators to "Indicators".
- Restart MetaTrader and drag the tool onto a chart.
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