In case any one else has the same problem, the demo works properly (i.e. the stop orders are generated in the order book) for me only if I execute
Sys.setenv(TZ="UTC")
before running the demo script.  For some reason, the orders depending on order sets require setting the environment as above (at least on Linux for me).

> From: clay9@outlook.com
> To: r-sig-finance@r-project.org
> Date: Sun, 1 Jun 2014 23:59:38 -0400
> Subject: [R-SIG-Finance] Unable to run the risk stops in the quantstrat	"macd" demo?
> 
> Hello,
> I am currently learning quantstrat, and I am having difficulty with understanding the example in the demo folder called "macd.R".
> In this example, alternative risk stops are commented out (rows 98 to 102).  When I uncomment one or both rules, and run the strategy, it doesn't look like any stoplimit orders or trailing orders are generated.  These risk stop rules don't appear to be working.  
> Is this example still valid with the current code for quantstrat?
> If it is working, any ideas on what I can do to quickly debug why the risk stop orders don't get generated?
> Many thanks for any feedback.... 		 	   		  
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> 
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