[R-SIG-Finance] Blotter : pbm with P&L calculation

[Frédéric LABORDERIE]

hello,
I am trying to port a strategie from Tradestation to R, and I bump into 
what seems to me to be a problem (?).

In the screenshot attached you can see that on June 21st I reverse a 
position from short to long (I buy 2 shares to cancel the short and be 
long) at 111.41, at the close.
So I'm long and bought at 111.41
On July 7th, I reverse again, selling at 106.11.

I expect my transaction to be a loss of 106.11-111.41=-5.30 (Gross 
Transaction Realized PL)

This seems to happen only when testing a Stop And Reverse system, if I 
test a long only or exit a position before taking the opposite, then it 
seems to work (but I could not complete the test because of a lack of 
computer memory)?

So my question is : is this normal behavior ? am I using it incorrectly ?

(I tried to look at the code but could not figure what was wrong, the 
data are SPY from Yahoo)

Thank you for your help
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