Not sure I understand, CCI is a function in TTR, I have tested it on the mktdata and it works: x = CCI(HLC(mktdata)) works fine. -- View this message in context: http://r.789695.n4.nabble.com/Cant-get-this-Quantstrat-going-tp4609350p4610921.html Sent from the Rmetrics mailing list archive at Nabble.com.