I may have seen this happen on the Proshares, which would make sense. Their price bars are erratic due to liquidity, or the lack of it at times. Friday I was watching Q's, QID and QLD to learn more about how the CCI interacted with price. I will watch closer next week because this needs to be resolved.
Nocona..I'v been doing some thinking about the +/- 100 entry and think that if you have a zero line rejection, then exit the trade and wait for the next signal..As you know, I use CCI10 crossing -100 as a signal for a move to the 10EMA if I am going long..Usually when you have a zero line rejection, you have a day or so before you get another entry signal..so that is why I think an exit and wait for the next signal might help in the overall profit of this system....I have not backtested this...
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