Thanks for your quick response Joshua.

Does the code changes in r1609 intend to fix the successive short (or long)
trades that I'm describing in my email, or only the Warning: stack
imbalance in 'lapply' message ? Although this warning message is no longer
reported, and the results of the Luxor strategy changed after r1609 (ex.:
Net.Trading.PL value changed, among other variables), I'm still observing
the same behaviour of successive short (or long) trades running the Luxor
demo code with the GBP/USD demo data available in quantstrat.

Moreover, if I run luxor.1.strategy.basic.R demo code with a longer GBP/USD
time series, using 30 minutes bars as in the demo data (ex.: three years),
I observed up to 5 successive short trades (i.e., Pos.Qty value of
GBPUSD$posPL xts object equal to -500,000) and 4 successive long trades.

Further, looking at the firstCross.c in r1609 I'm seeing in
the switch(int_rel) statement that all comparisons are done by greater than
('>'). I don't know whether this is correct or not.

Thanks for your support, I'm eager to finally adopt quantstrat !

Pablo


On Thu, May 8, 2014 at 8:09 AM, Joshua Ulrich <josh.m.ulrich@gmail.com>wrote:

> On Wed, May 7, 2014 at 7:05 PM, fc_11 <jyorio@gmail.com> wrote:
> > i also am getting the "Warning: stack imbalance in 'lapply'," warning
> since
> > the 1608 upgrade
> >
> Fixed in r1609.
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com
>
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