It looks ok in the EA. Check if you have correct input values, I can see that you have these levels as input parameters. Also check if CCI on the chart is on Typical Price.
I had few trades on my MT4 and I put that EA to work. CCI is now between -100 and 100 and Nothing happened. I changed timeframes and when I reached M1 (CCI somewhere above 100) I got my two buys closed. So I don't know, I think it worked for me.