title: Error when adding a signal in quantstrat package
body: <p>I am new to R and am trying to create a very simple trading strategy (Buy the VIX when it's up by 2%, sell it when it's down by 2%).  I am getting an error with the add.signal command: "Error in match.names(column, colnames(data)) : 
    argument "column" is missing, with no default."
  I've searched everywhere and I can't seem to find the fix or understand what R is trying to tell me.  Any input would be appreciated.</p>
  
  <pre><code>require(quantstrat)
  
  options("getSymbols.warning4.0"=FALSE) #suppress warnings
  rm(list=ls(.blotter), envir=.blotter) #house cleaning, clears blotter
  rm(list=ls(.strategy), envir=.strategy)#clears strategy
  rm.strat(qs.portfolio)#clear the portfolio environment
  rm.strat(qs.strategy)#clear the strategy environment
  rm.strat(qs.account)#clear the account environment
  
  currency("USD")
  stock("VIX",currency="USD",multiplier=1)
  
  # system settings
  initDate &lt;- '2013-12-31' 
  startDate &lt;- '2014-01-01'
  endDate &lt;- '2016-04-07'
  initEq &lt;- 100000
  Sys.setenv(TZ="UTC") #Timezone
  
  getSymbols('^VIX', from=startDate, to=endDate, index.class="POSIXct", adjust=TRUE)
  VIX$lagROC &lt;- lag(round(ROC(Cl(VIX)), 4), n=1, type="discrete")
  VIX$lagROC[is.na(VIX$lagROC)] &lt;- 0
  
  # initialize portfolio, account, orders
  qs.strategy &lt;- "qsJones"
  initPortf(qs.strategy,'VIX')
  initAcct(qs.strategy,portfolios=qs.strategy, initEq=initEq)
  initOrders(portfolio=qs.strategy)
  #create a new strategy object
  strategy(qs.strategy,store=TRUE)
  
  strat &lt;- getStrategy(qs.strategy) 
  
  thresh1 &lt;- (.02*-1)
  thresh2 &lt;- .02
  
  add.indicator(strategy = qs.strategy, name = "ROC",
    arguments = list(x = quote(Cl(mktdata)), n=1), label="lagROC")
  test &lt;- applyIndicators(qs.strategy, VIX)
  
  add.signal(qs.strategy, name="sigThreshold",
    arguments=list(column="lagROC", threshold=thresh1, relationship="lte", cross=FALSE),
    label="lt.ROCThresh1")
  add.signal(qs.strategy, name="sigThreshold",
    arguments=list(column="lagROC", threshold=thresh2, relationship="gte", cross=FALSE),
    label="gt.ROCThresh2")
  test &lt;- applySignals(qs.strategy, test)
  
  # exit when lagROC &lt; .02
  add.rule(qs.strategy, name='ruleSignal',
    arguments=list(sigcol="Cl.lt.lagROC", sigval=TRUE, replace=FALSE, orderqty='all',
                     ordertype='market', orderside='long'),
    type='exit', path.dep=TRUE)
  # go long when lagROC &gt; .02
  add.rule(qs.strategy, name='ruleSignal',
    arguments=list(sigcol="Cl.gt.lagROC", sigval=TRUE, replace=FALSE, orderqty=1500,
                     ordertype='market', orderside='long'),
    type='enter', path.dep=TRUE)
  
  applyStrategy(strategy=qs.strategy , portfolios=qs.strategy)
  tail(mktdata)
  mktdata["2014"]
  getTxns(Portfolio=qs.strategy, Symbol="VIX")
  </code></pre>