I just tested funyoo's "Sig_CCI EA" and had an idea. A quite simple price action. So I changed the strategy to this.
We enter long: when the Ask < previous bar low.
We enter short: when Bid> previous bar high.
Looks like in 2009 works fine, but in 2008 many times fail. If somebody have any idea how can we stabilize it.. please share.
Note: The settings on test are saved to defaults. Test done on Eur/Usd M15 with 1.6 pip spread (Alpari Uk, 1:500 account), from 2009.01.01 To 2009.12.16.