The more rules that are tested against the higher the false alarm rate becomes unless the sigma value is increased to compensate for multiple simultaneous tests/comparisons. Please have an option to have the sigma automatically adjust to maintain a specified false alarm rate (default is say, 1 in 370 --> 3 sigma in normally distributed data) given the number of rules/tests that are selected, then resize the zones so that zone 1 = 1*adj. sigma, zone 2 = 2 * adjusted sigma and zone 3 = 3 * adjusted sigma. Similar to adjusting alpha level for multiple comparisons.
https://analyse-it.com/docs/user-guide/process-control/shewhart-control-chart-ruleshttp://www.wseas....
The assumption is that each rule or test in isolation should have a ~1 in 370 chance of returning a false positive, therefore if multiple rules/tests are selected then either show the expected false alarm rate or have the option to hold it fixed at some level by adjusting the sigma.
Thanks.