Nowdays we know that Additional Markets are very important like Robustness test. Should be a good idea to fix the Retest on Additional Markets a bit?
1) After having retest for example 28 pairs, if i add a tast "Filtering" is not possible becouse in Filter task it is missing the Cross check section ( Check passes if at least "x" of these conditions pass for at least "x" markets ) so would be nice to add it maybe?
2) When we test additional markets task we have to run the test under one market the so called main, this one is not included in the Cross check - Backtest on additional markets.
Using ticks to test, it is a no sense to use the main pair. Also becouse i workaround this adding for the second time that pair into the list of additional markets to be retested.
3) Ranking by portfolio it include also the main pair! so this pair, that is NOT taken into consideration by the Cross checks Backtests in additional markets, it is taken into consideration by Portfolio Filtering. (in my case, since i have added it also in additional markets, it is included 2 times! )