# R quantstrat backtest with dollar based position sizing

I am attempting to tweak a quantstrat based backtest but have run into an issue.

The maxPos limits are share based, and I would rather use a fixed dollar amount instead. So I've tried generating a max position based on a fixed dollar amt divided by the closing price:

MaxPos = 10000/Cl(OLN)


but this throws the following error:

Error in xts(cbind(maxpos, longlevels, minpos, shortlevels), order.by = as.POSIXct(timestamp)) :
NROW(x) must match length(order.by)


There is limited documentation on how to work with this package and I am really stuck on what would seem to have a simple solution.