What timescale do you look for crossover on?
He's using daily closing price.
Actually, I used the Blockchain.info charts api (view FetchBTCInfo function) because their historical datafeed goes back further in time in comparison to the feed of most of the exchanges. I named the timeseries "btc.close" in the mini project but it's actually the "Average USD market price across major bitcoin exchanges.", according to the Blockchain.info description.
I previously created a package to fetch data from Poloniex, view
https://github.com/VermeirJellen/PoloniexR (I will probably make a separate topic for this later on). You can use this package to fetch the OHCL-V from Poloniex and run the SimpleMACD strategy again on the close if you like. I don't think there will be that much of a difference but the main problem is that the historical data feed goes back only a few years.
