I'm currently using Gekko to help me automate trading and follow the system that Goomboo posted. I don't know much about trading and there's still so much to learn, but I've noticed something during backtesting that I think is related to the latest posts.

When doing tests, does anyone change the number of initial candles to store? I took the H1 data from the last 5 months at BitcoinCharts (3570 candles), changed the format to what the backtester expects and tried this:

EMA 10/21, +-0.25 threshold, 60 minutes interval:

	Simulated profit	Simulated yearly profit	# trades
100 candles:	115.715%	286.074%	61
200 candles:	112.729%	286.653%	59
300 candles:	160.956%	421.325%	56
400 candles:	174.353%	470.224%	55

...and so on.

I'm wondering if there's really a need to change that setting or not. Note the huge change from 200 to 300 candles.