[R-SIG-Finance] Consolidating Backtests

[Akane Fortuna]

Hi everyone,

I am trying to test a strategy with random parameters that change every
month as some kind of a benchmark to compare my other strategies against.
This strategy is applied to the same instrument every month.  I tried to
make a loop with applystrategy(), where in each iteration the different
random parameter values are passed, and the next month's data is used. The
first iteration is executed without problems but I cannot make the next
iterations work.

I want to be able to use chart.Posn(), tradeStats() (in consolidated form),
chart.ME(), getOrderBook(), getTxns() with the consolidated strategy
backtest.

How should I go about doing this? No code is necessary for an answer, but I
appreciate it if there is. Just outline/plan of the code is sufficient.
Thank you.

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