Number of additional markets tests resulting in greater than zero $

good idea, we will implement it

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This is an excellent change.

It would also be very useful if we could time-slice each of those markets into say 5 or 10 equal times periods. We could then say: Passes x% of time-slices in a market, for x number of markets. Or simply say of all time-slices across all markets, X% of the time slices must pass.

By using time-slices you can derive greater statistical significance from the same number of markets. For example, performing this test on 3 markets, gives 3 results. But performing this test on 3 markets, each time-sliced into 5 equal times periods, you now have 15 tests and you can filter strategies that pass say 10 of these 15 tests. This also helps to avoid book end profits that can give false-positives (pasess) when looking at just 3 markets and their overall result.

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@Nathan RE time-slices

I am all for eking out extra statistical significance but in your example wouldn't each of the slices have much less statistical significance making that trade off a wash at best? Consider an extreme example where a system with a very large SL and tiny TP is used or really any system expected to have a large win rate % with a much larger average loss trade $ compared to average win trade $. A system where most of the time-slices are expected to be positive and the losing time-slices are losing very big.

Or another extreme example. As we slice smaller and smaller we would converge on win%/loss%.

But I guess slicing is good as long as we still have reasonable statistical significance in each slice... 

This is a shame - entire development process will take a lot longer, especially for those not filtering with Monte Carlo which is not advised for validation and robustness of data mined strategies. Going directly from Higher Precision to OPt.Profile/Walk Forward makes things very slow.

If we could simply say 3/4 additional markets in the retest must pass this would cut down on a very significant amount of development time.

Time slices would be even nicer, but if the 3/4 (x/y) markets filters cannot be done within 6 months of the original OP then I am not hopeful.

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