Usually it is not a good idea to try to get the highest Anonymity Rank (Proxy Options tab in A4Proxy). There are two different questions concerning your anonymity on the Internet:
Is your true IP address and location visible to the websites you go to? As long as you use a proxy with a green circle (even when the program is configured to minimum anonymity on the Proxy Options tab, and the number of proxies is the highest), you ARE anonymous: no information about your IP address is sent out.
Is it clear to the websites that you are surfing through a proxy? This is a separate idea: your IP address is not visible to them but they still can tell that you are not an ordinary Internet surfer. There are certain “headers”, pieces of information, which a proxy server sends to websites to inform them that the connection is made by a proxy. Proxies are not required to include such information for technical reasons, it is just a general convention, so the proxy servers differ in the way they inform the website about themselves. Very few proxies send no information about the fact that they are proxies. Most proxies use certain variables (headers) to say “I’m a proxy”; these variables include “HTTP_VIA” (most common), “HTTP_Forwarded”, “HTTP_User_Agent_VIA”, and others – they are all listed on the Proxy Options tab, in the area titled “Disable proxies that use variables”. When you filter out some of such proxies, you make it more difficult for the websites to detect the fact that you are using a proxy, and the level of this difficulty is shown on the “Anonymity Rank” indicator (therefore the name of the indicator may seem a bit incorrect – you are anonymous anyway). Proxies that do not meet your filter requirements are displayed with a green circle with a red cross. They are good anonymous proxies but they are never used by the program when the proxies are changed automatically.
There are very few “undetectable” proxies, and when you filter out most of the proxies you narrow your choice and may be left with the slower ones. As it is not really necessary all the time to hide the fact you are using a proxy, you’ll be better off if you wouldn’t use such strict settings. Do it when you really need it (e.g. when visiting a site which tries to block proxies)