inbuilt crossover function for backtesting

Thanks Joshua for the quick reply to the mail and once more sorry for
bothering with another doubt. So i have modified your code :) for
backtesting and this is the code

*
library(quantmod)
library(tseries)
require(quantstrat)
library(PerformanceAnalytics)
sym <- get(getSymbols('SPY'))["2013::"]
sym$sma10 <- SMA(Cl(sym),10)
sym$sma30 <- SMA(Cl(sym),30)
buy <- sigCrossover("buy", SPY, c("sma10","sma30"), "gt")
sell <- sigCrossover("sell", SPY, c("sma30","sma10"), "lt")
if (buy==TRUE){
    sym$pos<-1
} else if (sell==TRUE){
   sym$pos<--1
}
myReturn <- lag(sym$pos) * dailyReturn(sym)
charts.PerformanceSummary(cbind(dailyReturn(sym),myReturn))*


But the above code is returing this error

*Error in if (buy == TRUE) { : missing value where TRUE/FALSE needed
In addition: Warning message:
In if (buy == TRUE) { :
  the condition has length > 1 and only the first element will be used

myReturn <- lag(sym$pos) * dailyReturn(sym)

Error in hasTsp(x) : attempt to set an attribute on NULL

charts.PerformanceSummary(cbind(dailyReturn(sym),myReturn))

Warning message:
In to_period(xx, period = on.opts[[period]], ...) :
  missing values removed from data*

Any idea what is hapennning

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