Hello Vess, clarifications follow:
Note, however, that if condition D occurs, then the Sell Filter will be in effect. Then, what is the purpose of conditions A and B (i.e., waiting for additional CCI-related conditions to be fulfilled), if condition D tells us to Buy immediately?
Conditions A and B only apply if the 20 day EMA is above the 250 day EMA. Condition D only applies when a sell signal is in effect AND the 20 day is below the 250 day EMA AND condition C isn't met
In other words, just because the 20 day EMA is above the 250 day EMA, it doesn't mean you'd automatically be on a buy signal.
Hope that answers your question. Good to hear from you again, hope your computer is working again.