[R-SIG-Finance] Customized indicator for quantstrat

[Robert A'gata]

Hi,

I am trying to learn how to create customized indicator. Mostly I have my
own recipe which TTR does not cover. I only know that the indicator
function is supposed to return xts. But I couldn't get it to work on my
example. I attached the file here. The customized indicator function is
called "devCalc" which calculates deviation between current price and a
given VWAP. Then normalized with volatility. I named the indicator as "dev"
in add.indicator's label. R complains that no "dev" found when I try to use
it to define my signal. Any help would be appreciated. Thank you.
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