Well, this is really irritating. I just loaded up dplyr and suddenly got those same issues, but when I didn't have it loaded, everything went smoothly.
Very strange. On Sun, Sep 28, 2014 at 10:22 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > I get a very reasonable chart and axis when I run your code in a clean > session. The years aren't simply cut off the x-axis labels, all the > "months" are "Aug" and the grid lines extend beyond the edges of the > plots. I think something is funky with your R session. > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com > > > On Sun, Sep 28, 2014 at 8:40 PM, Ilya Kipnis <ilya.kip...@gmail.com> > wrote: > > 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 > > > > > > > > _______________________________________________ > > R-SIG-Finance@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > -- Subscriber-posting only. If you want to post, subscribe first. > > -- Also note that this is not the r-help list where general R questions > > should go. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.