It's a common newbie misktake, so don't feel bad, but that was not a valid crossover. Once a candle closes and generates a crossover it's set in stone, the next candle cannot erase it from your charts and make it appear flat.
Remember the indicator isn't a buy signal, it's a warning of a
possible buy signal.
If you're trading this system on EUR/USD you're going to get fakeouts like that a lot. I highly suggest you follow the rules and move to a more volatile pair such as GBP/USD.