export data frames to Excel via xlsx with conditional formatting

Try this out. I changed a few things, including the a slight change to the call to Fill and limiting the cells included for consideration to those with numeric data. I used lapply to apply the conditional formatting.

  cols <- sample(c(1:5), 1) # number of columns to vary to mimic this unknown
  label <- rep(paste0("label ", seq(from=1, to=10)))
  mydata <- data.frame(label)
  for (i in 1:cols) {
    mydata[,i+1] <- sample(c(1:10), 10)
  }
# exporting data.frame to excel is easy with xlsx package
  sheetname <- "mysheet"
  write.xlsx(mydata, "mydata.xlsx", sheetName=sheetname)
  file <- "mydata.xlsx"
# but we want to highlight cells if value greater than or equal to 5
  wb <- loadWorkbook(file)              # load workbook
  fo <- Fill(foregroundColor="yellow")  # create fill object
  cs <- CellStyle(wb, fill=fo)          # create cell style
  sheets <- getSheets(wb)               # get all sheets
  sheet <- sheets[[sheetname]]          # get specific sheet
  rows <- getRows(sheet, rowIndex=2:(nrow(mydata)+1)     # get rows
                                                         # 1st row is headers
  cells <- getCells(rows, colIndex = 3:(cols+3))       # get cells
# in the wb I import with loadWorkbook, numeric data starts in column 3
# and the first two columns are row number and label number

  values <- lapply(cells, getCellValue) # extract the values

# find cells meeting conditional criteria 
  highlight <- "test"
  for (i in names(values)) {
    x <- as.numeric(values[i])
    if (x>=5 & !is.na(x)) {
      highlight <- c(highlight, i)
    }    
  }
  highlight <- highlight[-1]

lapply(names(cells[highlight]),
       function(ii)setCellStyle(cells[[ii]],cs))

saveWorkbook(wb, file)

It has been a while since I used this feature. Yes it should be possible to save conditional formatting. My (old) code is given below. Hope it helps you.

file.name <- paste('loadings.',state$data,'.xls', sep = "")
wb <- loadWorkbook(file.name, create = TRUE)

createSheet(wb, name = 'loadings')
clearSheet(wb, sheet = 'loadings')

Variables <- rownames(df)
df.loadings <- cbind(Variables,df)
df.loadings[,'Communality'] <- NULL
writeWorksheet(wb,df.loadings[,-1], sheet = 'loadings', rownames = 'Variables', startRow = 1, startCol = 1)

max.loading <- createCellStyle(wb)
setFillPattern(max.loading, fill = XLC$"FILL.SOLID_FOREGROUND")
setFillForegroundColor(max.loading, color = XLC$"COLOR.SKY_BLUE")
maxVal <- apply(abs(df.loadings[,-1]),1,max)
maxValIndex <- which(abs(df.loadings[,-1]) == maxVal, arr.ind = TRUE)
setCellStyle(wb, sheet = "loadings", row = maxValIndex[,'row']+1, col = maxValIndex[,'col']+1, cellstyle = max.loading)

df.corr <- data.frame(cor(f.data))
df.corr <- cbind(Variables,df.corr)
createSheet(wb, name = 'correlations')
clearSheet(wb, sheet = 'correlations')
writeWorksheet(wb, df.corr, sheet = 'correlations', startRow = 1, startCol = 1)
corr <- createCellStyle(wb)
setFillPattern(corr, fill = XLC$"FILL.SOLID_FOREGROUND")
setFillForegroundColor(corr, color = XLC$"COLOR.SKY_BLUE")
corrIndex <- which(abs(df.corr[,-1]) > .3 & df.corr[,-1] != 1 , arr.ind = TRUE)
setCellStyle(wb, sheet = "correlations", row = corrIndex[,'row']+1, col = corrIndex[,'col']+1, cellstyle = corr)

saveWorkbook(wb)

if(.Platform$OS.type == "unix") {
    execute(paste("browseURL(\"",getwd(),'/',file.name,"\", browser = '/usr/bin/open')",sep=''))
} else {
    execute(paste("browseURL(\"",getwd(),'/',file.name,"\", browser = NULL)",sep=''))
}

Old question, but for people that still research this topic:

In the package openxlsx, there is a function that makes this much easier- conditionalFormatting()

Below is an example:

#Load needed package
if (!require("pacman")
) install.packages("pacman")
pacman::p_load(
  #add list of libraries here
  openxlsx
)

##Create workbook and write in sample data
wb <- createWorkbook()
addWorksheet(wb, "Moving Row")
writeData(wb, "Moving Row", -5:5)
writeData(wb, "Moving Row", LETTERS[1:11], startCol = 2)

##Define how you want the cells to be formatted
negStyle <- createStyle(fontColour = "#9C0006", bgFill = "#FFC7CE")
posStyle <- createStyle(fontColour = "#006100", bgFill = "#C6EFCE")

## highlight row dependent on first cell in row
conditionalFormatting(wb, "Moving Row",
                      cols = 1:2,
                      rows = 1:11, rule = "$A1<0", style = negStyle
)
conditionalFormatting(wb, "Moving Row",
                      cols = 1:2,
                      rows = 1:11, rule = "$A1>0", style = posStyle
)

##Save workbook in default location
saveWorkbook(wb, "conditionalFormattingExample.xlsx", TRUE)

you can read about it here and see many other types of conditional highlighting it can do: https://www.rdocumentation.org/packages/openxlsx/versions/4.2.5/topics/conditionalFormatting