Shading and Points with xtsExtra plot.xts
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For some reason, I feel like have much better control with plot.xts function from the xtsExtra package described here over some of the other more refined R graphical packages. Maybe, it is just my simple mind, but recently I wanted to shade holding periods with points for buy and sale dates. With plot.xts from xtsExtra I was able to quickly and easily generate the following plot. I did have to slightly amend the original plot.xts function as seen here, but it seemed more natural and like much less of a struggle.
I also enjoyed writing this post almost entirely in R markdown.
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require(RColorBrewer) | |
require(quantmod) | |
require(xtsExtra) | |
source("https://raw.github.com/timelyportfolio/plotxts_shading_points/master/plot.R") | |
jpy <- getSymbols("DEXJPUS",src="FRED",auto.assign=FALSE) | |
#define array of buy dates | |
buydates = c("2010-08-20", | |
"2011-02-07", | |
"2011-03-30", | |
"2011-10-14", | |
"2012-06-21", | |
"2012-10-25") | |
#define a vector of sell dates | |
selldates = c("2010-10-08", | |
"2011-03-02", | |
"2011-06-01", | |
"2012-05-31", | |
"2012-08-22", | |
format(Sys.Date(),"%Y-%m-%d")) #fill today - don't think this is necessary | |
custom.panel <- function(index,x,...) { | |
default.panel(index,x,...) | |
abline(h=pretty(c(par("yaxp")[1],par("yaxp")[2]),n=par("yaxp")[3]),col="gray60",lty=3) | |
abline(h=par("usr")[3], col="black") | |
axis(side=2,col="gray60",col.axis="black",lwd=0,lwd.ticks=FALSE,las=1, | |
at=pretty(c(par("yaxp")[1],par("yaxp")[2]),n=abs(par("yaxp")[3])), | |
labels=pretty(c(par("yaxp")[1],par("yaxp")[2]),n=abs(par("yaxp")[3]))) | |
points(x=index[which(index(x) %in% as.Date(buydates))], | |
y=x[which(index(x) %in% as.Date(buydates)),],cex=1,pch=19, | |
col="darkolivegreen3") | |
points(x=index[which(index(x) %in% as.Date(selldates))], | |
y=x[which(index(x) %in% as.Date(selldates)),],cex=1,pch=19, | |
col="indianred3") | |
#to add reference lines to indicate entry level | |
#I'm not sure it is necessary but if you like it uncomment below | |
#for(i in 1:(length(startdates))) { | |
# segments(x0=index[which(index(x) == as.Date(startdates[i]))], | |
# x1=index[which(index(x) == as.Date(enddates[i]))],, | |
# y0=x[which(index(x) == as.Date(startdates[i])),], | |
# y1=x[which(index(x) == as.Date(startdates[i])),]) | |
#} | |
} | |
plot.xts(jpy["2009-12::"], #limit to Dec 2009 to Current so more easily visible | |
col = brewer.pal(9,"Blues")[c(7)], #get two blues that will look ok | |
lwd = 2, #line width; will do 2 | |
las = 1, #do not rotate y axis labels | |
bty="n", | |
auto.grid=FALSE, | |
major.format="%b %Y", | |
major.ticks="years", | |
minor.ticks=FALSE, | |
col.axis="transparent", | |
yax.loc="none", | |
cex.axis=0.8, | |
panel=custom.panel, | |
main = NA, #will do title later so we have more control | |
blocks = list(start.time=buydates, #overlay blocks for periods owned | |
end.time=selldates,col="gray90")) | |
#define title separately so we have more control | |
title(main = "US$/Japanese Yen from St. Louis Federal Reserve (FRED)", | |
outer=TRUE, | |
line=-2, | |
adj=0.05) | |
text(x=0.05,y=0.1,label="holding periods shaded",adj=0,font=3,cex=0.8) |
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