[R-SIG-Finance] Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)

[Ilya Kipnis]

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.ulrich at 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.kipnis at 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
> >
> >
> >
> > _______________________________________________
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>

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