Sys.setenv(TZ = "UTC")

> currency("USD")
[1] "USD"
>
> init_date <- "2015-12-31"
>
> start_date <- "2016-01-01"
>
> end_date <- "2016-01-05"
>
> init_equity <- 10000
>
> basic_symbols <- function() {
+   symbols <- c("Nasdaq_100_60m"      when i take "QQQ" instead, it works!
+   )
+ }
>
> symbols <- basic_symbols()
>
>
> strat.name <- "Bollinger.Band"
>
> rm.strat(strat.name)
>
> initPortf(strat.name,
+           symbols = symbols,
+           initDate = init_date)
[1] "Bollinger.Band"
>
> initAcct(strat.name,
+          portfolios = strat.name,
+          initDate = init_date,
+          initEq = init_equity)
[1] "Bollinger.Band"
>
> initOrders(portfolio = strat.name,
+            symbols = symbols,
+            initDate = init_date)
>
> addPosLimit(portfolio = strat.name,
+             symbol = symbols,
+             timestamp = start_date,
+             maxpos = 200,
+             longlevels = 2)
>
> strategy(strat.name, store = TRUE)
>
> strat <- getStrategy(strat.name)
>
> add.indicator(strategy = strat.name,
+               name = "BBands",
+               arguments = list(HLC = quote(HLC(mktdata)),
+                                n = 20,
+                                maType = "SMA",
+                                sd = 2),
+               label = "BB.20.2")
[1] "Bollinger.Band"
>
> add.signal(strat.name,
+            name="sigCrossover",
+            arguments = list(columns = c("Close", "up"),
+                             relationship = "gt"),
+            label="Cl.gt.Upper.Band")
[1] "Bollinger.Band"
>
> add.signal(strat.name,
+            name = "sigCrossover",
+            arguments = list(columns = c("Close", "dn"),
+                             relationship = "lt"),
+            label = "Cl.lt.Lower.Band")
[1] "Bollinger.Band"
>
> add.signal(strat.name,
+            name = "sigCrossover",
+            arguments = list(columns = c("High", "Low", "mavg"),
+                             relationship = "op"),
+            label = "Cross.Mid")
[1] "Bollinger.Band"
>
> add.rule(strategy = strat.name,
+          name = "ruleSignal",
+          arguments  =  list(sigcol = "Cl.gt.Upper.Band",
+                             sigval = TRUE,
+                             orderqty = -100,
+                             ordertype = "market",
+                             orderside = NULL,
+                             threshold = NULL,
+                             osFUN = osMaxPos),
+          type = "enter")
[1] "Bollinger.Band"
>
> add.rule(strategy = strat.name,
+          name = "ruleSignal",
+          arguments  =  list(sigcol = "Cl.lt.Lower.Band",
+                             sigval = TRUE,
+                             orderqty =  100,
+                             ordertype = "market",
+                             orderside = NULL,
+                             threshold = NULL,
+                             osFUN = osMaxPos),
+          type = "enter")
[1] "Bollinger.Band"
>
> add.rule(strategy = strat.name,
+          name = "ruleSignal",
+          arguments = list(sigcol = "Cross.Mid",
+                           sigval = TRUE,
+                           orderqty = "all",
+                           ordertype = "market",
+                           orderside = NULL,
+                           threshold = NULL,
+                           osFUN = osMaxPos),
+          label = "exitMid",
+          type = "exit")
[1] "Bollinger.Band"
>
> applyStrategy(strategy = strat.name,
+               portfolios = strat.name)

open     high      low    close
2016-01-04 15:00:00 4889.875 4889.875 4883.476 4883.476
2016-01-04 16:00:00 4860.516 4860.573 4856.573 4856.573
2016-01-04 17:00:00 4872.452 4872.452 4868.901 4868.932
2016-01-04 18:00:00 4880.133 4881.719 4880.121 4881.706
2016-01-04 19:00:00 4883.815 4883.815 4880.608 4880.963
2016-01-04 20:00:00 4873.627 4873.750 4872.290 4872.293

Error in if (length(j) == 0 || (length(j) == 1 && j == 0)) { :
      missing value where TRUE/FALSE needed