Converting to weekly timestamps removes years from chart.TimeSeries (and its extensions)

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

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

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