Thanks, Rob, Brian.  

Very helpful.  I went through your code Rob and discovered that I wasn't converting my zoo object to xts.

The code is now running... just in time for the weekend.  I look forward to thrashing through your sample strategy on Monday.

Appreciate all the input from everybody.  It's a great board and I hope I can contribute some day

Rob Schmidt <roschm@ymail.com> wrote:

>Hi Marteau,
>
>This code has an example which shows how to read a csv input file
>containing
>intraday data.
> 
>http://r.789695.n4.nabble.com/quantstrat-newbie-sigFormula-example-tp4661594.html
>
>It reads Dukascopy time format.  You can compare this line:
>
>dukasFormat = '%d.%m.%Y %H:%M:%S' 
>
>to the time data in your csv file.  There is a small bit of a Dukascopy
>csv
>file attached.
>
>For that file you also need to redefine these values:
>
>csvPath = '/home/rob/work/csvdata/dukascopy/'  #  these need to change
>resultsPath = '/home/rob/work/R/quantstrat/' 
>
>And see:
>
>csvName = '' # assign an empty string to choose daily data from yahoo
># example file downloaded from dukascopy for evaluation
>#csvName = 'AMZN.US_Candlestick_15_m_BID_01.01.2013-12.01.2013.csv'
>
>Best regards,
>
>Rob
>
>
>
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