R blotter package Why is there no accumulated profit and drawdown on the chart?...

How to Write a Custom Rule Function for Quantstrat in R - Replace trailing stop order with stoplimit...

Add a new stock to an existing portfolio?...

Log chart in blotter function chart.Posn() possible?...

saving and loading blotter portfolio...

Installing Quantstrat in a recently updated R in Fedora Linux...

Xts conversion fails on update from xts 0.9.7 to 0.10.0...

Keep getting the "dims do not match the length of object" in quantstrat...

How to setup futures instruments in FinancialInstrument to lookup data from CSIdata...

R - FinancialInstrument Package Changing Symbol Names when using stock...

Quantstrat rule label in transaction...

Tradestats trade vs transaction...

Guy Yollin's QuantStrat I lecture issue...

Optimizing Quanstrat MACD with apply.paramset returns error...

R error: initPortf subassignment issue...

Convert from R to quantstrat setup for trading strategy backtesting...

Trying to understand blotter account Unrealized.PL and End.Eq calculation...

Quantstrat and Windows...

Read a list to get name of xts object...

Quantstrat Multiple Currencies. Possible Bug in Blotter::UpdateAcct?...

R Packages Blotter and Quantstrat: Extend framework to implement signal based on fundamental data?...

In the R blotter package, are matured instruments removed from positions?...

In the R blotter package, is it possible to add metadata to transactions?...

Error implementing a stoplimit order in quantstrat...

Multi-currency portfolios and accounts with R Blotter and quantstrat...

Referencing TxnPrice from addTxn() in blotter for trade exit...

R: Using foreach with blotter, portfolio already exists error...

R: Quantstrat examples of Guy Yollin. Indicators necessary? And what is stored in these financial in...

R blotter: Posn before any position is opened generates an error...

R Blotter demo not working under linux...