quanstrat: stop trailing with variable stops size

Hi

I've been trying to modify the MACD example with trailing stop so that it uses a 2ATR stop rather than a fixed value or proportion. Key seems to be the threshold value. Help says

If threshold is not numeric or NULL it should be the character string describing a function that can calculate a threshold. Ideally this will be a column lookup on a non-path-dependent indicator calculated in advance.

I keep getting errors with the threshold set to something that uses a vector whether text or not. The add.rule line is (full code at end)
add.rule(strat.st,name='ruleSignal', arguments = list(sigcol="signal.gt.zero",sigval=TRUE, orderqty='all', ordertype='stoptrailing', orderside='long', threshold=stopvalue, tmult=FALSE, orderset='exit2'), type='risk',label='trailing exit')

With stopvalue set to -20 it works fine. Tried stop.atr$atr, as a vector, inside quotes (help says character string) and inside quote() but to no avail. Tried similar for indicator mktdata$stopATR.ind.atr. Going through previous questions in this area I'm not sure if I'm just doing it wrong or pushing the limits of quanstrat's development, but any suggestions are welcome.

Thanks

Brian

require(quantstrat)
suppressWarnings(rm("order_book.macd",pos=.strategy))
suppressWarnings(rm("account.macd","portfolio.macd",pos=.blotter))
suppressWarnings(rm("account.st","portfolio.st","stock.str","stratMACD","initDate","initEq",'start_t','end_t'))

#stock.str='AAPL' # what are we trying it on
stock.str='GSPC'
getSymbols("^GSPC", src='yahoo', index.class=c("POSIXt","POSIXct"), from='2007-01-01')

stopATR <- function(HLC, n=14, maType, noATR=2){
	stop.atr <- -noATR * ATR(HLC=HLC, n=n, maType=maType)
}
stop.atr <- -2 * ATR(HLC(get(stock.str)), n=14, maType='SMA')
stopvalue <- -20

#MA parameters for MACD
fastMA = 12
slowMA = 26
signalMA = 9
maType="EMA"

currency('USD')
stock(stock.str,currency='USD',multiplier=1)

initDate='2006-12-31'
initEq=1000000
portfolio.st='macd'
account.st='macd'

initPortf(portfolio.st,symbols=stock.str, initDate=initDate)
initAcct(account.st,portfolios=portfolio.st, initDate=initDate)
initOrders(portfolio=portfolio.st,initDate=initDate)

strat.st<-portfolio.st
# define the strategy
strategy(strat.st, store=TRUE)

#one indicator
add.indicator(strat.st, name = "MACD", arguments = list(x=quote(Cl(mktdata))) )
add.indicator(strat.st, name = "stopATR", arguments = list(HLC=quote(HLC(mktdata)), n=14, maType="SMA", noATR=2) )

#two signals
add.signal(strat.st,name="sigThreshold",arguments = list(column="signal",relationship="gt",threshold=0,cross=TRUE),label="signal.gt.zero")
add.signal(strat.st,name="sigThreshold",arguments = list(column="signal",relationship="lt",threshold=0,cross=TRUE),label="signal.lt.zero")

####
# add rules

# entry
add.rule(strat.st,name='ruleSignal', arguments = list(sigcol="signal.gt.zero",sigval=TRUE, orderqty=100, ordertype='market', orderside='long', threshold=NULL),type='enter',label='enter',storefun=FALSE)

#alternatives for risk stops:
# alternately, use a trailing order, with 2ATR stop
add.rule(strat.st,name='ruleSignal', arguments = list(sigcol="signal.gt.zero",sigval=TRUE, orderqty='all', ordertype='stoptrailing', orderside='long', threshold=stop.atr$atr, tmult=FALSE, orderset='exit2'), type='risk',label='trailingexit')

# exit
add.rule(strat.st,name='ruleSignal', arguments = list(sigcol="signal.lt.zero",sigval=TRUE, orderqty='all', ordertype='market', orderside='long', threshold=NULL,orderset='exit2'),type='exit',label='exit')

#end rules
####

start_t<-Sys.time()
out<-try(applyStrategy(strat.st , portfolios=portfolio.st,parameters=list(nFast=fastMA, nSlow=slowMA, nSig=signalMA,maType=maType)))
end_t<-Sys.time()
print(end_t-start_t)

start_t<-Sys.time()
updatePortf(Portfolio=portfolio.st,Dates=paste('::',as.Date(Sys.time()),sep=''))
end_t<-Sys.time()
print("trade blotter portfolio update:")
print(end_t-start_t)

chart.Posn(Portfolio=portfolio.st,Symbol=stock.str)
plot(add_MACD(fast=fastMA, slow=slowMA, signal=signalMA,maType="EMA"))

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