I don't seem to find is there a way to see Rule name/label of the transaction when reviewing them. I use getTxns() but it is from blotter package and it is not aware of rules that are created by quantstrat. What would be best way to do that?
As a general rule, blotter doesn't know anything about what quantstrat does (other than the transactions quantstrat creates).
I believe the tradeOrderStats function does something close to what you're looking for. It merges the quantstrat order book, which contains the rule label, with the blotter txn table.
For example:
require(quantstrat)
demo("macd", ask=FALSE)
head(tradeOrderStats(portfolio.st, stock.str),2)
Order.Qty Order.Price Order.Type Order.Side Order.Threshold
2007-08-17 "all" "117.049995" "market" "long" NA
2008-01-16 "all" "169.039997" "market" "long" NA
Order.Status Order.StatusTime Prefer Order.Set Txn.Fees Rule
2007-08-17 "closed" "2007-08-17 00:00:00" "" "exit2" "0" "exit"
2008-01-16 "closed" "2008-01-16 00:00:00" "" "exit2" "0" "exit"
Time.In.Force Start End Init.Pos Max.Pos Num.Txns
2007-08-17 "" "2007-03-16" "2007-08-17" "100" "100" "2"
2008-01-16 "" "2007-09-05" "2008-01-16" "100" "100" "2"
Max.Notional.Cost Net.Trading.PL MAE MFE
2007-08-17 " 8957" " 3249.0002" " 0.0000" " 5643.0003"
2008-01-16 "14416" " 1547.9994" "-1239.0003" " 5566.9992"
Pct.Net.Trading.PL Pct.MAE Pct.MFE tick.Net.Trading.PL
2007-08-17 " 0.36273308" " 0.00000000" "0.630010074" " 3249.0002"
2008-01-16 " 0.10738065" "-0.08594619" "0.386168086" " 1547.9994"
tick.MAE tick.MFE
2007-08-17 " 0.0000" " 5643.0003"
2008-01-16 "-1239.0003" " 5566.9992"