This function sets up the order container by portfolio.
initOrders(portfolio = NULL, symbols = NULL, initDate = "1950-01-01",
...)text name of the portfolio to associate the order book with
a list of identifiers of the instruments to be contained in the Portfolio. The name of any associated price objects (xts prices, usually OHLC) should match these
date (ISO8601) prior to the first close price given in mktdata, used to initialize the order book with a dummy order
any other passthrough parameters
If no symbols list is provided (the default) the function will attempt to retrieve the symbols list from the portfolio in the trade blotter.