Position Limits

Hi,
 I am relatively new to R and QuantStrat, etc. I am playing with a real
simple strategy that goes long when the market closes at its lowest close
in 3 days and reverses the position when the market closes at its highest
close in 3 day.  I am trying to limit the position size to 1 lot in either
direction by using osMaxPos and addPosLimit, but for whatever reason the
position limits are not getting imposed. I also read the "Long Enter
Position do not "block" Short Enter Orders" question and tried making a
custom function.

My questions are as follows:

4) I am using S&P index data; although you cannot actually trade the index,
it is a good proxy for what I am trying to test. When I download the index
data (symbol ^GSPC) the symbol stored is "GSPC" without the carrot;
therefore, I cannot simply use "symbols <- "^GSPC" and reference "symbols"
in my code as I would normally if it were an ETF. Can someone explain why
this is?

Thanks for any help.
Best,
 John

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