[R-SIG-Finance] quantstrat and nonstandard column names in the price series

[Vladimir Egorin]

I continued with your example to see if I could figure out
how to add another symbol to the portfolio, and generate
orders for that symbol from a signal that is based on a
different symbol.  I didn't get far unfortunately; in the
context of the previous example, I created a different
time series :
# copy the original series and create a second ticker
TU = xts(values, as.Date(alldates))
colnames(TU) <- 'TU'

# Then added it to the portfolio
currency("USD")                                                                                                                            
 
symbols = 
c("FV","TU")                                                                                                                     
 
for(symbol in symbols){ # establish trade-able 
instruments                                                                                 
 
    stock(symbol, currency="USD",multiplier=1)
}


Then I sourced the resulting script in R. It went through some dates
apparently, and then died:


[1] "setup completed"
Warning in max(i) : no non-missing arguments to max; returning -Inf
[1] "2011-01-07 FV -1000 @ 117.9922"
[1] "2011-01-13 FV 1000 @ 118.2734"
[1] "2011-01-13 FV -1000 @ 118.2734"
[1] "2011-01-19 FV 1000 @ 118.2344"
[1] "2011-01-19 FV -1000 @ 118.2344"
[1] "2011-01-20 FV 1000 @ 117.6562"
[1] "2011-01-20 FV 1000 @ 117.6562"
[1] "2011-01-25 FV -1000 @ 118.2422"
[1] "2011-01-25 FV -1000 @ 118.2422"
[1] "2011-01-27 FV 1000 @ 118.2891"
[1] "2011-01-27 FV -1000 @ 118.2891"
[1] "2011-02-01 FV 1000 @ 118.0703"
[1] "2011-02-01 FV 1000 @ 118.0703"
Warning in min(dindex[dindex > curIndex]) :
  no non-missing arguments to min; returning Inf
Error in getPrice(mktdata, prefer = "FV") : 
  subscript out of bounds, no price was discernible from the data


--
Thanks, Vladimir