You can use the layer switch and comp setting, however I don't think that is answering his question because I am having the same problem. There is normally a options button in the effect controls in CC Particle World and mine in not there.
I can't seem to find the control settings in Particle World that will prevent particles fading in as they are born and fading out as they die. I can't get them to stay opaque throughout the length of the scene. This causes semi transparent particles to pass by the camera. In addition, particles that are further away from the camera appear in front of particles that are closer causing a surreal effect. using a Custom opacity map improves things a bit as far as opacity goes but then causes some ugly and unnatural particle intersections
We can't help you without knowing your settings. That fade stuff could simply be an unsuitable longevity setting, the wrong rendering could be genuine render errors when moving into the particle cloud, which is a ntural limitation in how CC Particle World actually renders the particles...
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