Something odd happened today: I had Gekko running in the background for like a day or so (trading in MtGox), but suddenly I got a signal to sell, even though the chart on bitcoincharts didn't give any indication to do so. When I closed and reopened it, I got things like this:
2013-09-11 00:18:56 (INFO): ADVICE is to HOLD @ 129.043 (NaN)
Ran it again with config.debug set:
....

I had the same thing with NaN appearing after the data from MtGox was interrupted, after adding the if statements it appears I'm only missing two candles (20 & 21) when running with debug set to true. Better than waiting until the candles are out of the array as previously stated.

It's now back to calculating the EMA from the available data coming in.