diff --git a/README.md b/README.md
index aca42ba..c608f94 100644
--- a/README.md
+++ b/README.md
@@ -28,6 +28,7 @@ First you should remove all `include` statements that you added.
 Then in your `test/runtests.jl` add:
 
 ```julia
+using MyModule
 using ParallelTestRunner
 
 runtests(MyModule, ARGS)
@@ -38,14 +39,14 @@ runtests(MyModule, ARGS)
 `runtests` takes a keyword argument that acts as a filter function
 
 ```julia
-function testfilter(test)
+function test_filter(test)
     if Sys.iswindows() && test == "ext/specialfunctions"
         return false
     end
     return true
 end
 
-runtests(MyModule, ARGS; testfilter)
+runtests(MyModule, ARGS; test_filter)
 ```
 
 ### Provide defaults
diff --git a/src/ParallelTestRunner.jl b/src/ParallelTestRunner.jl
index 39ed0a2..3e59496 100644
--- a/src/ParallelTestRunner.jl
+++ b/src/ParallelTestRunner.jl
@@ -317,6 +317,7 @@ end
 function save_test_history(mod::Module, history::Dict{String, Float64})
     history_file = get_history_file(mod)
     try
+        mkpath(dirname(history_file))
         serialize(history_file, history)
     catch e
         @warn "Failed to save test history to $history_file" exception=e
diff --git a/test/runtests.jl b/test/runtests.jl
index 4f5bbfb..8159ed9 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -20,6 +20,8 @@ cd(@__DIR__)
 
     @test contains(str, r"basic .+ started at")
     @test contains(str, "SUCCESS")
+
+    @test isfile(ParallelTestRunner.get_history_file(ParallelTestRunner))
 end
 
 @testset "custom tests and init code" begin