So something that just irritated me is this: I'm replicating a strategy that uses weekly rebalancing, but when I go to plot the equity curve, the years cut off on the x axis, which looks weird.
Here's my code: require(quantstrat) #long TLT 60%, leverage 3x to 180%, rebalance weekly, short VIX 40% getSymbols("^VIX", from="1990-01-01") getSymbols("TLT", from="1990-01-01") VIX <- to.weekly(OHLC(VIX), OHLC=TRUE) TLT <- to.weekly(OHLC(TLT), OHLC=TRUE) vixRets <- Cl(VIX)/Op(VIX)-1 tltRets <- Cl(TLT)/Op(TLT)-1 both <- merge(vixRets, tltRets, join='inner') colnames(both) <- c("VIX", "TLT") portfRets <- -.4*both$VIX+1.8*both$TLT colnames(portfRets) <- "VIXTLT" charts.PerformanceSummary(portfRets) Along with the attached picture. Any tips on how to get the years back into the x axis would be appreciated. Thanks. -Ilya
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