Here's a follow-up on what I mentioned about the moving averages controlling the close of the positions. Right now I have only manually tested but it seems to secure the earnings well and closes before flats. Now I must warn you now that I have only tested this on EUR/USD and have only spent a few minutes on it. This is just to announce that I think we are on the right track.
What my idea is Open the position with the CCI cross, the MA should accept not long after, which shouldnt change anything on the already-open position. In most cases of the CCI catching a trade means there will be a pretty big jump, the MA will follow and when it crosses in the other direction then it should direct to close the trade. This should cancel out most of the flats, cut a bit of losses (and some wins sadly). But this is saving pips, I still have to configure the MA's for the best results possible.
Current settings:
Simple 13 Close
Simple 26 Close