Multi symbols in Quantstrat

Question

First, I would like to thank the community for the fantastic support and reactivity.

I encounter a problem applying a simple MA crossover strategy on multi instruments.

Basically, I maintain a database of csv price files. I retrieve these files using this code

getdata <- function(ticker){ 
  d <- read.csv(ticker, header=TRUE, sep = ",")
  d[,1] <- as.Date(as.character(d[,1]), tz ="GMT", format="%m/%d/%Y")
  ticker <- as.xts(d[,-1], order.by =d[,1] )
  }

I then import the data which creates me valid xts object with correct indexing

GBPUSD <- getdata("GBPUSD.csv")
 AUDUSD <- getdata("AUDUSD.csv")
 EURUSD <- getdata("EURUSD.csv")

I then run the usual initialistion process

### Initialisation
currency(c("USD","EUR","AUD","GBP"))
exchange_rate(c("EURUSD","GBPUSD","AUDUSD"),"USD")
symbols <- c("EURUSD","GBPUSD","AUDUSD")

init.date <- "2001-09-04"    #date d'initialisation de l'environement
start.date <- "2001-09-05"       #1ere date du jeu de donnée
end.date <- "2017-01-04"         #dernière date du jeu de donnée
initial.capital <- 1000000      #Capital de départ
model <- strategy("model")      

portfolio.st <- account.st <- strat.st <- "model"

if (!exists('.blotter')) .blotter <- new.env()
if (!exists('.strategy')) .strategy <- new.env()

Then (and i suspect the problem is here), I initiate the portfolio. If i initiate the portfolio where i input directly the name of the instruments like that it works properly.

initPortf(portfolio.st,        #nom du book
          symbols = "EURUSD",  #list des instruments
          initDate=init.date,  #date de départ du book
          currency='USD')     #devise de référence du book

But I want to apply the strategy on "symbols", not running it instrument by instrument. I know I should write the following but unfortunately, it does not work.

initPortf(portfolio.st,        #nom du book
          symbols = symbols,  #list des instruments
          initDate=init.date,  #date de départ du book
          currency='USD')     #devise de référence du book

Finally, and this is where I don't find any logic, if i intiate the portfolio like that, it works with 2 instruments, not 3

initPortf(portfolio.st,        #nom du book
          symbols = c("EURUSD","GBPUSD"),  #list des instruments
          initDate=init.date,  #date de départ du book
          currency='USD')     #devise de référence du book

The error message I get is

applyStrategy("model", portfolios = portfolio.st, symbols = symbols)
Error in sum(x[beg:(n + beg - 1)]) : 
  invalid 'type' (character) of argument

Once again, thanks in advance for the support.

Nicolas