[R-SIG-Finance] quantstrat: PROBLEM WITH APPLYSIGNAL Error in match.names(column, colnames(data)) : argument "column" is missing, with no default

[mayouf.k]

hi everyone, 

I want to backtest a simple strategy with RSI, im using "sigThreshold". 

i took example from the http://blog.fosstrading.com/ site to understand how
quanstrat works. 

but now, i have a problem with my code that i really don't understand, R
says me: 

Error in match.names(column, colnames(data)) : 
  argument "column" is missing, with no default 

please can someone tell me what is wrong with code: 

require(quantstrat) 
require(blotter) 
require(PerformanceAnalytics) 

# test de backtest quantstrat sur la strategie de daniel 

         symbols <- "IEF" 
         getSymbols(symbols, from=initDate, to=endDate,
index.class=c("POSIXt","POSIXct")) 


          
          
          # Delete portfolio, account, and order book if they already exist 
         
suppressWarnings(rm("account.daniel","portfolio.daniel",pos=.blotter)) 
          suppressWarnings(rm("order_book.daniel",pos=.strategy)) 
                    
                    # initialise du portefeuille 
         
initPortf("daniel",symbol="IEF",initDate=periodicity(IEF)$start,currency('EUR')) 
          
                    # initialise le compte 
          initAcct("daniel",
portfolios="daniel",initDate=periodicity(IEF)$start) 

                    # on initialise les ordres 
          initOrders(portfolio="daniel",initDate=periodicity(IEF)$start) 

                    # on construit un objet de type strategy 
          s=strategy("intraday") 
              
                   # on initialise un indicateur technique, (les arguments
sont en format list) 
          s=
add.indicator(strategy=s,name="RSI",arguments=list(price=quote(Cl(IEF)),n=21),label="RSI21") 
          
                  # on defini les 2 signals,, 
          s=add.signal(s,name="sigThreshold" ,arguments=list(data=IEF ,
columns="RSI21",threshold=70,relationship="lt",cross=TRUE ),label="entre") 
          s=add.signal(s,name="sigThreshold" ,arguments=list(data=IEF ,
columns="RSI21",threshold=40,relationship="lt",cross=TRUE ),label="sortie" ) 


                 # on deifinit les regles 
          s=add.rule(s,name="ruleSignal",arguments=list(sigcol="entre" 
,sigval=TRUE, orderqty=10    , ordertype="market" ,
orderside=NULL),type="enter") 
          s=add.rule(s,name="ruleSignal",arguments=list(sigcol="sortie"
,sigval=TRUE, orderqty="all" , ordertype="market" ,
orderside=NULL),type="exit" ) 
          
          out <- try(applyStrategy(strategy=s, portfolios="daniel")) 


thanks in advance 

--
View this message in context: http://r.789695.n4.nabble.com/quantstrat-PROBLEM-WITH-APPLYSIGNAL-Error-in-match-names-column-colnames-data-argument-column-is-mist-tp3780562p3780562.html
Sent from the Rmetrics mailing list archive at Nabble.com.