[R-SIG-Finance] Any suitable backtest functions?

[Wind]

There are  functions for charting and technical indicators in R, such as those in quantmod,. Are there any functions for backtesting, simple and efficient, which ould generate output as in the following webpage?
http://quantifiableedges.blogspot.com/2008/11/introducing-volume-spyx.html 

Most of the specialized backtest and trading platform can produce similar results for trading systems.  I wonder whether there are functions doing similar work in R.

Regards,
Wind