The sheets by Guy Yollin are excellent learning material, but unfortunately they are somewhat outdated (2011). Many changes have been made to blotter, quantstrat and other packages over the last 2 years, and much of the code in Guy's sheets will no longer run as such.
As far as the quantstrat package is concerned, you may want to take a look at the sheets from the R/Finance 2013 conference in Chicago; you can get a copy at http://www.rinfinance.com/agenda/2013/workshop/Humme+Peterson.pdf.
UPDATE: Guy Yollin has updated his slides to the latest quantstrat as of August 2013, they are available here http://www.r-programming.org/papers