[R-SIG-Finance] lapply over list that has multiple xts objects

[algotr8der]

I've been going through various examples on how to use lapply when the list
in question has multiple parts but I can't seem to get things working.

I have a function that computes open_close volatility as follows:

close_open <- function (OHLC, n = 10, N = 252, ...) 
{
    Cl1 <- lag(OHLC[, 4])
    OHLC <- try.xts(OHLC, error = as.matrix)
    s2o <- 18.59 * runSD(log(OHLC[, 1]/Cl1), n)
    reclass(s2o, OHLC)
}

I have a list object stocks that has 909 xts OHLC objects:

> class(stocks)
[1] "list"

> length(stocks)
[1] 909

I want to compute the open_close volatility for every component in the list
stock by using lapply. I have tinkered with various variants of

lapply(stocks, function(x) open_close(x, n=10, N=252, ...))

I get errors like so:

Error in FUN(X[[1L]], ...) : '...' used in an incorrect context

Any guidance on how I can achieve my goal would be greatly appreciated.
THank you.

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