Draw arrow outside plot in Matplotlib

import matplotlib.pyplot as plt

fg = plt.figure(1);
fg.clf();
ax = fg.add_subplot(1,1,1)
ax.annotate('', xy=(0, -0.1), xycoords='axes fraction', xytext=(1, -0.1), 
            arrowprops=dict(arrowstyle="<->", color='b'))
ax.grid(True)
fg.canvas.draw()

gives

Use clip_on = False in ax.arrow