hi everyone, I want to backtest a simple strategy with RSI, im using "sigThreshold". i took example from the http://blog.fosstrading.com/ site to understand how quanstrat works. but now, i have a problem with my code that i really don't understand, R says me: Error in match.names(column, colnames(data)) : argument "column" is missing, with no default please can someone tell me what is wrong with code: require(quantstrat) require(blotter) require(PerformanceAnalytics) # test de backtest quantstrat sur la strategie de daniel symbols <- "IEF" getSymbols(symbols, from=initDate, to=endDate, index.class=c("POSIXt","POSIXct")) # Delete portfolio, account, and order book if they already exist suppressWarnings(rm("account.daniel","portfolio.daniel",pos=.blotter)) suppressWarnings(rm("order_book.daniel",pos=.strategy)) # initialise du portefeuille initPortf("daniel",symbol="IEF",initDate=periodicity(IEF)$start,currency('EUR')) # initialise le compte initAcct("daniel", portfolios="daniel",initDate=periodicity(IEF)$start) # on initialise les ordres initOrders(portfolio="daniel",initDate=periodicity(IEF)$start) # on construit un objet de type strategy s=strategy("intraday") # on initialise un indicateur technique, (les arguments sont en format list) sadd.indicator(strategy=s,name="RSI",arguments=list(price=quote(Cl(IEF)),n=21),label="RSI21") # on defini les 2 signals,, s=add.signal(s,name="sigThreshold" ,arguments=list(data=IEF , columns="RSI21",threshold=70,relationship="lt",cross=TRUE ),label="entre") s=add.signal(s,name="sigThreshold" ,arguments=list(data=IEF , columns="RSI21",threshold=40,relationship="lt",cross=TRUE ),label="sortie" ) # on deifinit les regles s=add.rule(s,name="ruleSignal",arguments=list(sigcol="entre" ,sigval=TRUE, orderqty=10 , ordertype="market" , orderside=NULL),type="enter") s=add.rule(s,name="ruleSignal",arguments=list(sigcol="sortie" ,sigval=TRUE, orderqty="all" , ordertype="market" , orderside=NULL),type="exit" ) out <- try(applyStrategy(strategy=s, portfolios="daniel")) thanks in advance -- View this message in context: http://r.789695.n4.nabble.com/QUANSTRAT-error-with-applySignal-tp3780557p3780557.html Sent from the R help mailing list archive at Nabble.com.