Set for building ROC curve and and choosing logistic regression cut-off I'm building a logicsic regression classifier for binary classification. I have trained it and going to choose a cut-off value using ROC curve.

But what set to use for it: training or validation?
Usually you need to generate the ROC curve and choose the threshold within the training data. Then, with the selected threshold, you have the possibility to report accuracy, sensitivity, recall results you reach on your validation set.