FTB-C000623 / Implementation concept

Cluster Confirmation Cutoff

Cluster Confirmation Cutoff is the knowledge-time cutoff that limits which confirmed pivots may enter clustering.

Advanced 1 linked topicEvidence-reviewed

Definitions

In plain terms

A level should only use pivots that were confirmed by the requested point in time.

Technical

Include only pivots with confirmation_index <= knowledge_cutoff before constructing neighborhoods and clusters.

Scope

Using pivots confirmed later than the cutoff leaks future geometry into the historical level.

Examples

  • A reviewer computes Cluster Confirmation Cutoff on a small deterministic fixture and checks timing, units, and boundary behavior before publication.

Common misconceptions

  • Using pivots confirmed later than the cutoff leaks future geometry into the historical level.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Evidence and governance

  1. Pine Script repainting concepts TradingView · official platform documentation

    Supports: preferred label, short definition, technical definition

    Limits: Platform display behavior does not establish financial usefulness or predictive value.

  2. sklearn.cluster.DBSCAN scikit-learn · first party technical publication

    Supports: preferred label, short definition, technical definition

    Limits: The package implements deterministic one-dimensional DBSCAN directly for Python/TypeScript parity.

  3. Pine Script pivot techniques TradingView · official platform documentation

    Supports: preferred label, short definition, technical definition

    Limits: The package freezes its own equality, separation, and OHLC policies rather than claiming one universal pivot definition.

  4. numpy.log NumPy · first party technical publication

    Supports: preferred label, short definition, technical definition

    Limits: A log transform requires positive finite prices and does not by itself define a financial level.

Reviewed by
fintech-builder-batch-011
Last reviewed
2026-08-09
Next review
2027-08-09
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.

Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.