Hi all,

I have a quick question on the macross demo in quantstrat.
>From previous discussions in the mailing list it would seem that the applyRules() had been patched to account for the rules execution order (http://r.789695.n4.nabble.com/quantstrat-td3208477.html).

This being said, when I run the strategy demo with the short rules uncommented, the strategy  only goes long.
Looking at the orderbook, I see a lot of "canceled" orders. I presume it's because the rules execution sends orders that cross zero.

Someone mentioned changing the rules order to have "exit" orders before "enter" orders, but doing so doesn't solve the problem.

I'm on Windows 7 with the following:
RStudio Version 0.95.265 with R2.15
Xts 0.8-7
FinancialInstrument 0.14.3
Blotter 0.8.8
Quantstrat 0.6.6

Sorry if this question is answered somewhere else.
I have been trying to understand this for a while now, and can't seem to get the demo to run properly.

Thank you very much for your time and help!
Julien Hébert Nguyen



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