Proxy accepts CONNECT requests to itself

Summary
The proxy allows the users to perform repeated CONNECT requests to itself. This allow anybody to saturate the proxy CPU, memory or file descriptors. ** Note that if the proxy limits the number of connections ** from a single IP (e.g. acl maxconn with Squid), it is ** protected against saturation and you may ignore this alert.
Solution
reconfigure your proxy so that it refuses CONNECT requests to itself.