By the way, I wanted to use your backtester to verify my EMA and backtesting implementation. But I can't find the raw candle date. How did you calculate your candles? Similar to
my candle fetcher (which uses the trade data MtGox put in Google BigQuery)?
Yes, at Cryptotrader.org, the script calculates candles the same way, though it also takes volumes into consideration and use data fetched from Mtgox via websockets API for inputs. I think the good way to make sure our calculations are correct, is to compare script output with similar data provided by popular online chart tools like Bitcoincharts ('Load raw data' link at the page bottom).