Another 'shameless' plug...if you're back-testing moving average strategies,
consider a large family of parameter choices and the possibility of
data-snooping.  Also consider persistence across smaller sub-periods.  The
ttrTests package has some good references to papers on the subject, and a
very limited implementation of the tests in the literature.

Perhaps the developers of quantstrat are interested in including data
snooping tests and tests for persistence from period to period?  I would be
very happy to see the ttrTests package obsolete.  As much as I would love to
make it look and behave more like the quant* packages, I won't have time to
develop improvements any time soon.

-David

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