R apply function to a list of price data - r

Question

in the code below I am grabbing data for three symbols, then I want to apply a simple function(which is a trading strategy) to this data. Ideally, I would then run statistics on those returns, such as those native to PerformanceAnalytics.
library("quantmod")
library("PerformanceAnalytics")
options(scipen=999)
PriceData <- new.env()
Symbols <- c("SPY", "QQQ", "IWM")
StartDt <- as.Date("2015-01-01")
suppressWarnings(getSymbols(Symbols, src="yahoo", env=PriceData, from=StartDt))
x <- list()
for (i in 1:length(Symbols)) {
x[[i]] <- get(Symbols[i], pos=PriceData)
}
SYSTEM <- function(data){
ret<- Delt(Cl(x[[i]]),Op(x[[i]]),type = 'arithmetic')
mavga <- SMA(Cl(x[[i]]), n=10)
mavgb <- SMA(Cl(x[[i]]), n=20)
sig <- ifelse(mavga>mavgb,1,0)+ifelse(mavgb>mavga,-1,0)
sig <- lag(sig,1)
sig[is.na(sig)]=0
strategyreturn <- sig * ret
return(strategyreturn)
}
######I'm doing something wrong here######
y <- lappy(x,SYSTEM)
z <- do.call("cbind", y)
PerformanceTable <- function(returns){
scalar <- 252
CS <- t(Return.cumulative(returns, geometric = FALSE))
SR <- t(SharpeRatio.annualized(returns, scale=scalar, geometric = FALSE))
SOR <- t(SortinoRatio(returns))
MDD <- t(maxDrawdown(returns))
WP <- colSums(returns > 0)/colSums(returns != 0)
WP <- as.data.frame(WP)
ASD = t(sd.annualized(returns, scale=scalar))
Stat <- cbind(CS,SR,SOR,MDD,ASD,WP)
colnames(Stat) <- c("Profit","SharpeRatio", "Sortino","MaxDrawdown", "AnnStdDev", "WinPct")
print("Performance Table")
print(Stat)
return (Stat)
}
Perf <- PerformanceTable(y)

Answer 1

You are almost there, just replace x[[i]] by data in your function:
SYSTEM <- function(data){
ret<- Delt(Cl(data),Op(data),type = 'arithmetic')
mavga <- SMA(Cl(data), n=10)
mavgb <- SMA(Cl(data), n=20)
sig <- ifelse(mavga>mavgb,1,0)+ifelse(mavgb>mavga,-1,0)
sig <- lag(sig,1)
sig[is.na(sig)]=0
strategyreturn <- sig * ret
return(strategyreturn)
}
and add a l to lappy()
y <- lapply(x,SYSTEM)
z <- do.call("cbind", y)