try(rm("order_book.oneSideTrades", "order_book.twoSideTrades", pos=.strategy),silent=TRUE)
try(rm("portfolio.oneSideTrades", "portfolio.twoSideTrades", "account.basket", pos=.blotter),silent=TRUE)

library(PerformanceAnalytics)
require(quantstrat)
require(som)
initDate = '2007-06-30'		#the initDate as per the documentation is one day before the data in your sample starts
endDate = '2010-07-02'
startdate = '2007-07-02'
initEq = 100000

oneSideSymbols <- c("IBM", "UTX", "CAT")
twoSideSymbols <- c("MSFT")
allSymbols <- c(oneSideSymbols, twoSideSymbols)


getSymbols(oneSideSymbols, from=startdate, to=endDate)
getSymbols(twoSideSymbols, from=startdate, to=endDate)

currency("USD")
stock(oneSideSymbols[1], currency="USD", multiplier=1)
stock(oneSideSymbols[2], currency="USD", multiplier=1)
stock(oneSideSymbols[3], currency="USD", multiplier=1)
stock(twoSideSymbols[1], currency="USD", multiplier=1)

# Create 2 portfolio objects - one to hold long trades and one to hold short trades
portfolio1.st <- 'oneSideTrades'
portfolio2.st <- 'twoSideTrades'
allportfolios <- c(portfolio1.st, portfolio2.st)
initPortf(name=portfolio1.st, oneSideSymbols, initDate=initDate)
initPortf(name=portfolio2.st, twoSideSymbols, initDate=initDate)

account.st <- 'basket'
initAcct(account.st, portfolios=allportfolios, initDate=initDate, initEq=initEq)


initOrders(portfolio=portfolio1.st,initDate=initDate)
initOrders(portfolio=portfolio2.st,initDate=initDate)


# Create position limits by symbol
addPosLimit(portfolio=portfolio1.st, timestamp=initDate, symbol='IBM', maxpos=101, minpos=-101)
addPosLimit(portfolio=portfolio1.st, timestamp=initDate, symbol='UTX', maxpos=168, minpos=-168)
addPosLimit(portfolio=portfolio1.st, timestamp=initDate, symbol='CAT', maxpos=862, minpos=-862)
addPosLimit(portfolio=portfolio2.st, timestamp=initDate, symbol='MSFT', maxpos=1000, minpos=-1000)

# Create 2 strategy objects - one for strategies that will take long positions and another that will take short positions
sideOne <- strategy('sideOne')
sideTwo <- strategy('sideTwo')


# Create an indicator - one for sideOne and one for sideTwo strategy objects
sideOne <- add.indicator(strategy = sideOne, label="ma10", name = "SMA", arguments = list(x= quote(Cl(mktdata)), n=10))
sideOne <- add.indicator(strategy = sideOne, label="ma20", name = "SMA", arguments = list(x= quote(Cl(mktdata)), n=20))

sideTwo <- add.indicator(strategy = sideTwo, label="ma15", name = "SMA", arguments = list(x= quote(Cl(mktdata)), n=15))
sideTwo <- add.indicator(strategy = sideTwo, label="ma20", name = "SMA", arguments = list(x= quote(Cl(mktdata)), n=20))


# Create 2 sets of signals - 2 individual signals for sideOne and 2 individual signals for sideTwo
sideOne <- add.signal(strategy = sideOne, name = "sigCrossover", arguments= list(column=c("ma10", "ma20"), relationship="gt"), label="ma10.gt.ma20")
sideOne <- add.signal(strategy = sideOne, name = "sigCrossover", arguments= list(column=c("ma10", "ma20"), relationship="lt"), label="ma10.lt.ma20")

sideTwo <- add.signal(strategy = sideTwo, name = "sigCrossover", arguments= list(column=c("ma15", "ma20"), relationship="gt"), label="ma15.gt.ma20")
sideTwo <- add.signal(strategy = sideTwo, name = "sigCrossover", arguments= list(column=c("ma15", "ma20"), relationship="lt"), label="ma15.lt.ma20")


# Create 2 sets of rules - 4 individual rules for sideOne and 4 individual rules for sideTwo (one = entry, one = exit)
sideOne <- add.rule(strategy = sideOne, name='ruleSignal', type='enter', arguments = list(sigcol="ma10.gt.ma20", sigval=TRUE, orderqty=100000, ordertype='market', orderside='long', osFUN='osMaxPos')) 
sideOne <- add.rule(strategy = sideOne, name='ruleSignal', type='exit', arguments = list(sigcol="ma10.lt.ma20", sigval=TRUE, orderqty="all", ordertype='market', orderside='long')) 
sideOne <- add.rule(strategy = sideOne, name='ruleSignal', type='enter', arguments = list(sigcol="ma10.lt.ma20", sigval=TRUE, orderqty=-100000, ordertype='market', orderside='short', osFUN='osMaxPos')) 
sideOne <- add.rule(strategy = sideOne, name='ruleSignal', type='exit', arguments = list(sigcol="ma10.gt.ma20", sigval=TRUE, orderqty="all", ordertype='market', orderside='short')) 


sideTwo <- add.rule(strategy = sideTwo, name='ruleSignal', type='enter', arguments = list(sigcol="ma15.gt.ma20", sigval=TRUE, orderqty=100000, ordertype='market', orderside='long', osFUN='osMaxPos'))
sideTwo <- add.rule(strategy = sideTwo, name='ruleSignal', type='exit', arguments = list(sigcol="ma15.lt.ma20", sigval=TRUE, orderqty="all", ordertype='market', orderside='long'))
sideTwo <- add.rule(strategy = sideTwo, name='ruleSignal', type='enter', arguments = list(sigcol="ma15.lt.ma20", sigval=TRUE, orderqty=-100000, ordertype='market', orderside='short', osFUN='osMaxPos'))
sideTwo <- add.rule(strategy = sideTwo, name='ruleSignal', type='exit', arguments = list(sigcol="ma15.gt.ma20", sigval=TRUE, orderqty="all", ordertype='market', orderside='short'))


out<-try(applyStrategy(strategy=sideOne, portfolios=portfolio1.st))
out<-try(applyStrategy(strategy=sideTwo, portfolios=portfolio2.st))


#account.st <- 'basket'
#initAcct(account.st, portfolios=allportfolios, initDate=initDate, initEq=initEq)


# Not sure why I cant just use Portfolio=allportfolios since that vector contains 'portfolio1.st' and 'portfolio2.st'
## Because updatePortf isn't set up to handle that, and more importantly neither is the function from blotter, .getBySymbol, that
## updatePortf calls.

updatePortf(Portfolio=portfolio1.st,Dates=paste('::',as.Date(Sys.time()),sep=''))
updatePortf(Portfolio=portfolio2.st,Dates=paste('::',as.Date(Sys.time()),sep=''))

#updateAcct(name=account.st, Dates=paste('::',as.Date(Sys.time()),sep=''))
updateAcct(name=account.st, Dates='2007-07-02::2010-07-03')

updateEndEq <- function (Account, Dates = NULL) 
{
    aname <- Account
    Account <- try(get(paste("account", aname, sep = "."), envir = .blotter))
    if (inherits(Account, "try-error")) 
        stop(paste("Account", aname, " not found, use initAcct() to create a new account"))
    if (is.null(Dates)) 
        Dates = time(Account$summary)[-1]
    else Dates = time(Account$summary[Dates])
    PrevDate = time(Account$summary[first(Account$summary[Dates, 
        which.i = TRUE]) - 1, ])
    PrevEndEq = getEndEq(aname, PrevDate)
    Additions = Account$summary[Dates]$Additions
    Withdrawals = Account$summary[Dates]$Withdrawals
    NetPerformance = rowSums(Account$summary[Dates, c("Int.Income", 
        "Net.Trading.PL", "Advisory.Fees")])
    Account$summary$Net.Performance[Dates] <- NetPerformance
    EndCapital = PrevEndEq + cumsum(Additions + Withdrawals + 
        NetPerformance)
    Account$summary$End.Eq[Dates] <- EndCapital
    assign(paste("account", aname, sep = "."), Account, envir = .blotter)
    return(aname)
}

updateEndEq(account.st) #, Dates='2007-07-01::2010-07-03')
a <- getAccount(account.st)
head(a$summary)
tail(a$summary)

cat('Basket Strategy Return: ',((getEndEq(Account=account.st, Date='2010-07-03')-initEq)/initEq)*100,'\n')
charts.PerformanceSummary(ROC(getAccount(account.st)$summary$End.Eq)[-1], main="Basket Strategy Return")