Rob, Brian, much appreciate your taking a look.  Updated everything and got a step further, but encountered another error (see below for completeness).  Ross' timezone suggestion fixed this and the applyStrategy ran without error.

Many thanks again to all.

applyStrategy(strategy=stratRSRANK , portfolios=portfolio.st) [1] "2007-11-30 00:00:08 XLY 1000 @ 32.7" [1] "2001-01-31 00:00:08 XLP 1000 @ 26.64" [1] "2005-01-31 00:00:08 XLP 1000 @ 23.32" [1] "2013-03-31 00:00:08 XLV 1000 @ 30.11" [1] "2001-01-31 00:00:08 XLV 1000 @ 28.66" Error in rbind(deparse.level, ...) : data must have same number of columns to bind by row > traceback() 7: .External("rbindXts", dup = FALSE, ..., PACKAGE = "xts") 6: rbind(deparse.level, ...) 5: rbind(Portfolio$symbols[[Symbol]]$txn, NewTxn) 4: addTxn(Portfolio = portfolio, Symbol = symbol, TxnDate = txntime, TxnQty = orderQty, TxnPrice = txnprice, ... = ..., TxnFees = txnfees) 

Ross Bennett <rossbennett34@gmail.com> wrote:

>Hi Marteau,
>
>This is likely a timezone issue with the symbols. Try including this at
>the
>beginning of the script.
>
>ttz<-Sys.getenv('TZ')
>Sys.setenv(TZ='UTC')
>
>Ross
>
>
>> ------------------------------
>>
>> Message: 3
>> Date: Tue, 19 Mar 2013 10:19:03 +0000
>> From: Marteau <mcmarteau@yahoo.com>
>> To: r-sig-finance@r-project.org
>> Subject: [R-SIG-Finance] quantstrat applyStrategy error
>> Message-ID: <e6752f03-59b0-4552-8ae9-eee11411355a@email.android.com>
>> Content-Type: text/plain; charset=UTF-8
>>
>>
>>
>>
>>
>> I?m going through a few quantstrat examples, e.g.
>> http://www.r-bloggers.com/low-volatility-with-r/
>>
>> and I consistently get an error on the  applyStrategy function
>> as per example:  out<-try(applyStrategy(strategy=stratRSRANK ,
>portfolios=
>> portfolio.st))
>>
>> the error is the following
>>
>> Error in as.POSIXlt.character(x, tz, ...) :
>>   character string is not in a standard unambiguous format
>>
>> > traceback()
>> 10: stop("character string is not in a standard unambiguous format")
>> 9: as.POSIXlt.character(x, tz, ...)
>> 8: as.POSIXlt(x, tz, ...)
>> 7: as.POSIXct(as.POSIXlt(x, tz, ...), tz, ...)
>> 6: as.POSIXct.default(TxnDate)
>> 5: as.POSIXct(TxnDate)
>> 4: addTxn(Portfolio = portfolio, Symbol = symbol, TxnDate = txntime,
>>        TxnQty = orderQty, TxnPrice = txnprice, ... = ..., TxnFees =
>> txnfees)
>> 3: ruleOrderProc(portfolio = portfolio, symbol = symbol, mktdata =
>mktdata,
>>        timestamp = timestamp, ...)
>> 2: applyRules(portfolio = portfolio, symbol = symbol, strategy =
>strategy,
>>        mktdata = mktdata, Dates = NULL, indicators = sret$indicators,
>>        signals = sret$signals, parameters = parameters, ..., path.dep
>=
>> TRUE)
>> 1: applyStrategy(strategy = stratRSRANK, portfolios = portfolio.st)
>>
>>
>> > sessionInfo()
>> R version 2.15.1 (2012-06-22)
>> Platform: i386-pc-mingw32/i386 (32-bit)
>>
>> locale:
>> [1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United
>> Kingdom.1252
>> [3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C
>> [5] LC_TIME=English_United Kingdom.1252
>>
>> attached base packages:
>> [1] stats     graphics  grDevices utils     datasets  methods   base
>>
>> other attached packages:
>>  [1] PerformanceAnalytics_1.1.0 quantstrat_0.7.7          
>foreach_1.4.0
>>  [4] blotter_0.8.12             FinancialInstrument_1.0.3 
>quantmod_0.4-0
>>  [7] Defaults_1.1-1             TTR_0.21-1                 xts_0.9-3
>> [10] zoo_1.7-7
>>
>> loaded via a namespace (and not attached):
>> [1] codetools_0.2-8 grid_2.15.1     iterators_1.0.6 lattice_0.20-10
>> tools_2.15.
>>
>>
>>
>> ------------------------------
>>
>> _______________________________________________
>> R-SIG-Finance mailing list
>> R-SIG-Finance@r-project.org
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>
>>
>> End of R-SIG-Finance Digest, Vol 106, Issue 18
>> **********************************************
>>

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