Hi, I have  a Strategy which i find behaves differently from expected and I can’t figure it out.

its based on CCI crossings  for entry points and appears to be entering a more often than I think it should.

SO I’ve attached the code and the chart with the problematic area. In the red rectangle is the area of interest, the purple circle shows two entry positions which have triggered whereas the variables I am drawing (entryup, entrydn, exit up, exit dn) in this case entry down do not appear to trigger. But I can’t see why or how a buy signal can be created without the necessary entrydn condition being met.

What am I doing wrong, it can’t be a PRC error. Thanks.

myCCI=CCI[20]
CCIMA=Average[20](myCCI)


crossCCIup = myCCI > CCIMA
crossCCIdn= myCCI < CCIMA

if longonmarket then
ccimaup = ccima > 70
ccimadn = ccima < -70
else
ccimaup = ccima > 10
ccimadn = ccima < -10
endif

Vup = mycci>mycci[1] and mycci[1] < mycci[2]
Vdn= mycci<mycci[1] and mycci[1] > mycci[2]

entryup= ccimaup and Vup
entrydn= ccimadn and Vdn


exitup = myCCI crosses under -100
exitdn = myCCI crosses over 100



if entryup then
buy 1 contract at market
SET STOP TRAILING SAR[0.02,0.02,0.09]
endif

if entrydn then
SELLSHORT 1 contract at market
SET STOP TRAILING SAR[0.02,0.02,0.09]
endif

GRAPH exitup coloured (255,0,0) as "Xup"
GRAPH exitdn*-1 coloured (155,0,0) as "Xdn"
GRAPH entryup coloured (0,255,0) as "UP"
GRAPH entrydn*-1 coloured (0,155,0,0)as "DN"


if exitup then
sell COUNTOFPOSITION contracts at market
endif
if exitdn then
EXITSHORT COUNTOFPOSITION contracts at market
endif
myCCI=CCI[20]
CCIMA=Average[20](myCCI)

Screenshot-2021-01-21-at-15.08.39.png