quantStrat won't recognize column names - r

Question

I wrote the following codes and got an error message when apply the strategy:
Error in eval(expr, envir, enclos) : object 'Close' not found
sounds like the strategy can not find column "Close" price,
while the last line of code "head(mktdata)" clearly gives XLB.Close as column name of Close.
by the way, I intentionally left out the add.indicator() function which is not needed.
could anyone help? thanks
last line of code output has XLB.Close as column name:
head(mktdata)
XLB.Open XLB.High XLB.Low XLB.Close XLB.Volume XLB.Adjusted
2010-01-04 30.66197 31.06374 30.54327 31.06374 8287681 30.31
the strategy codes using quantstrat:
------------------------------------------------------------------------
library(quantstrat)
startDate <- '2010-01-01' # start of data
endDate <- '2013-07-31' # end of data
symbols = c("XLF", "XLP", "XLE", "XLY", "XLV", "XLI", "XLB", "XLK", "XLU")
Sys.setenv(TZ="UTC") # set time zone
getSymbols(symbols, src='yahoo', index.class=c("POSIXt","POSIXct"),
from=startDate, to=endDate, adjust=TRUE)
initDate <- '2009-12-31'
initEq <- 1e6
currency("USD")
stock(symbols, currency="USD",multiplier=1)
head(XLB)
Lowcut1<-1.001
Lowcut2<-1.002
rm.strat("multiINTRO") # remove portfolio, account, orderbook if re-run
initPortf(name="multiINTRO", symbols, initDate=initDate)
initAcct(name="multiINTRO", portfolios="multiINTRO",
initDate=initDate, initEq=initEq)
initOrders(portfolio="multiINTRO", initDate=initDate)
strategy("multiINTRO", store=TRUE)
summary(getStrategy("multiINTRO"))
add.signal("multiINTRO", name="sigFormula",
arguments=list(columns=c("Close","Low"),
formula="(Close > Lowcut1*Low) & (Close< Lowcut2*Low)",
cross=FALSE),store=TRUE,env=globalenv(),
label="longLowenter") ##Long entry
add.rule("multiINTRO", name="ruleSignal",
arguments=list(sigcol="longLowenter", sigval=TRUE, orderqty=100,
ordertype="market", orderside="long"), type="enter") ## Long enter
out<-try(applyStrategy("multiINTRO",portfolios="multiINTRO"))
head(mktdata)

Answer 1

head(mktdata) clearly gives "XLB.Close" as column name, and "XLB.Close" != "Close". Use quantmod's Cl and Lo column extractors on market data to get the columns you want.
Also, your formula argument is wrong because it's character string, not a formula. Your strategy runs for me if I change your add.signal call to:
add.signal("multiINTRO", name="sigFormula",
arguments=list(formula=longLowenter ~ Cl(mktdata) > Lowcut1*Lo(mktdata) & Cl(mktdata)< Lowcut2*Lo(mktdata), cross=FALSE), store=TRUE, env=globalenv(),
label="longLowenter") ##Long entry