[R-SIG-Finance] Strange results from Quantstrat

[이원재]

Hi, all
This is a simply intra-day system which goes short in the morning and exits in the afternoon.
If the test data has '1' in the column of 'isShort_entrySymbol, it goes short, and if the test data has '1' in the column of 'isexitShort', it exits. 
In this case, the data is just from 2006-01-11 to 2006-01-13, and it has the value '1' in those columns in 2006-01-12.
I ran the system with quantstrat package, but there was not trades at all.
> tradeStats("test")[,c("Symbol","Num.Trades","Net.Trading.PL","maxDrawdown")]
NULL
But When I ran the system for only 2006-01-12 data (I commented out the line in the attached source), I got 41 trades like below
> tradeStats("test")[,c("Symbol","Num.Trades","Net.Trading.PL","maxDrawdown")]
 Symbol Num.Trades Net.Trading.PL maxDrawdown 
testSymbol 41 -1.2 -24 
Please tell me what's wrong with the system.
Thanks.
Wonjae Lee
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