Note that Gekko is a very technical tool, if you are having a lot of trouble with editing configuration files and watching the command line instead of a screen with a graph I recommand you to check out
these similar projects. They are more focused on a user friendly tool.
Those who are experiencing problems with installing tools mentioned above, may also try
http://CryptoTrader.org - web-based scripting platform that allows to run your own trading algorithms on historical mtgox data very easily. For details, check out this comment
https://bitcointalk.org/index.php?topic=222696.msg2668832#msg2668832