I'm looking forward to it. In the meantime, the candles I'm downloading seem to have a slight variation from the ones you've calculated, leading to completely different backtesting results. Would you mind taking a look when you get a chance? I'm not sure where the variation stems from.
Hi, I had a look at the difference between whydifficult's daily BTCUSD data and the data from bitcoincharts, and I noticed that whilst bitcoincharts data is aligned to midnight GMT for each datum, whydifficult's data is aligned to 17:00 GMT for each day, so that is likely the source of the differences wrt his data. This difference alignment shouldn't really cause a problem though. As for my data, I'll have a look at that now (remember I used 900s/1800s intervals, not 900m/1800m).