testStrategy <- function(symbol, nHold=100, nHigh=200, cost=.005, ylog=FALSE, wealth.index = FALSE, ...) {
	require(quantmod)

	#Load Data
	myStock <- getSymbols(symbol,from='1900-01-01')
	myStock <- adjustOHLC(get(myStock),symbol.name=symbol)
	myStock <- Cl(myStock)

	#Determine position
	myPosition <- myStrat(myStock,nHold,nHigh)
	bmkReturns <- dailyReturn(myStock, type = "arithmetic")
	myReturns <- bmkReturns*Lag(myPosition,1)
	myReturns[1] <- 0
	names(bmkReturns) <- symbol
	names(myReturns) <- 'Me'

	#Add trading costs
	trade =  as.numeric(myPosition!=Lag(myPosition,1))
	trade[1] = 1
	trade = trade*cost
	myReturns = myReturns-trade

	#Make plot
	require(PerformanceAnalytics)
	symbol <- sub('^','',symbol,fixed=TRUE)
	Title <- paste('High=',nHigh,' Hold=',nHold,' on ',symbol,sep='')
	if (ylog) {wealth.index = TRUE}
	layout(matrix(c(1, 2, 3)), height = c(2, 1, 1.3), width = 1)
	par(mar = c(1, 4, 4, 2))
	chart.CumReturns(cbind(bmkReturns,myReturns), main=Title, ylab = "Cumulative Return",
						wealth.index = wealth.index,ylog=ylog,...)
	chart.RelativePerformance(myReturns,bmkReturns, ylab = "Relative Return", main = "")
	chart.Drawdown(cbind(bmkReturns,myReturns),legend.loc = 'bottomleft', ylab = "Drawdown", main = "")

	#Return Benchmarked Stats
	cbind(Me=Performance(myReturns),Index=Performance(bmkReturns))
}

testStrategy('^GSPC',100,200,ylog=TRUE)
testStrategy('^FTSE',100,200)
testStrategy('^DJI',100,200,ylog=TRUE)
round(testStrategy('^N225',100,200),8)
testStrategy('EEM',100,200)
testStrategy('EFA',100,200)
testStrategy('GLD',100,200)