R quantstrat applySignals error - Error in `dimnames<-.xts`(`*tmp*`, value = dn) : length of 'dimnames' [2] not equal to array extent

Question

I am trying to use the applySignals function on my stock data and additional filter rule that I created since the TTR package does not provide a simple filter rule.

When I use the applyIndicators function I can see that an additional column appears with the filter (daily return) so I think this works. However when I add my long and short signal based on this filter and I use the applySignals function I get the following error:

test <- applySignals(strategy = strategy.st, mktdata = test_init) Error in dimnames<-.xts(*tmp*, value = dn) : length of 'dimnames' [2] not equal to array extent In addition: Warning message: In match.names(column, colnames(data)) : all columns not located in filter for OTRK.Open OTRK.High OTRK.Low OTRK.Close FILTER.filter longfilter

I used the same example and code from a professional who provided the code but it doesn't seem to work for me. (chapter 9.3 Simple filter rule: https://bookdown.org/kochiuyu/technical-analysis-with-r-second-edition/simple-filter-rule.html)

I am new to R so I don't really understand the error message. Thanks in advance!

This is my code as far as the error:

install.packages("quantstrat")
install.packages("TTR")

## Library
library("quantstrat")
library("TTR")

## Quantsrat not directly available: solution
install.packages("devtools")
require(devtools)
install_github("braverock/blotter") # dependency
install_github("braverock/quantstrat")

###############################################################################################################################
###############################################################################################################################

initdate <- "2003-12-15"
from <- "2018-12-15"
to <- "2021-04-07"

Sys.setenv(TZ = "UTC")
currency("USD")
getSymbols("OTRK", from = from, to = to, src= "yahoo", adjust = TRUE)
stock("OTRK", currency = "USD", multiplier=1)

tradesize <- 1000
initeq <- 1000

#txnfees <- -10
#orderqty <- 100
#nsamples <- 5


#Parameters indicators#

filterthreshold <- 0.05

#Initialise#
strategy.st <- portfolio.st <- account.st <- "FilterRule"
rm.strat(strategy.st)

initPortf(portfolio.st, symbols = "OTRK", initDate = initdate, currency = "USD")
initAcct(account.st, portfolios = portfolio.st, initDate = initdate, currency = "USD", initEq = initeq)
initOrders(portfolio.st, symbols = "OTRK", initDate = initdate)
strategy(strategy.st, store = TRUE)

#Adding indicators#

FILTER <- function(price) {
  lagprice <- lag(price,1)
  temp<- price/lagprice - 1
  colnames(temp) <- "FILTER"
  return(temp)
}


add.indicator(
  strategy=strategy.st,
  name = "FILTER", 
  arguments = list(price = quote(Cl(mktdata))), 
  label= "filter")




#Check test indicators work#
test_init <- applyIndicators(strategy = strategy.st, mktdata = OHLC(OTRK))
head(test_init, n=7)
tail(test_init, n=7)

#Adding signals#

add.signal(strategy.st, 
           name="sigThreshold",
           arguments = list(threshold= filterthreshold,   
                            column="filter",
                            relationship="gt",   
                            cross=TRUE),
           label="longfilter")

add.signal(strategy.st, 
           name="sigThreshold",
           arguments = list(threshold= - filterthreshold, 
                            column="filter",
                            relationship="lt",
                            cross=TRUE),
           label="shortfilter")




#Test signals on data
test <- applySignals(strategy = strategy.st, mktdata = test_init)