[R-SIG-Finance] Quantstrat - applystrategy on subset of mktdata

[Mayank Singhal]

Hello all,
I am interested in backtesting the strategy on subset of mktdata  but somehow the below approach is resulting into errors.
################# yy="2016"out<-applyStrategy(strat.st , portfolios=portfolio.st, mktdata = mktdata[yy])
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I understand i can do it in 2 steps where in first step i calculate indicators/signals on the full time series and in second step only supply the subset of mktdata to portfolio for backtest.  But i was wondering if there is a way to do this in single step itself ? I think the problem is that the full mktdata is added to portfolio.st and not the subset of it ?
Any pointers will be helpful,
Regards,Mayank

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