I know the feeling but IMHO this is the best way to learn. If its any help to you, its best to start with R using only a small part of dataset/variables so that your code can run quickly when initially testing. In R Studio you can do File -> New File -> R Script. I then start to build my code up in there as you can execute line by line to ensure the syntax and arguments are correct. If you feel that you are constantly repeating code, then you would be better off writing a function. Since R already has a few Garch packages you could write a function which calls up the Garch function you require. This is where R is quite powerful since you can basically create a function to do any regular routines that you use. This approach may take quite a lot of work initially but will save lots of time when re-implemetning your code on future runs. Saving it as a script also means that you can dig straight into the code and change whatever you need to do, provided that you comment all your code. Not to sure what level you are at with R, so I apologise in advance if I have written what you already know.
Does anyone know the A and C values for the S&P 500. What time frame do you use for the opening range? Thanks
This link has the values provided by Mark Fisher's website: http://www.filehosting.org/file/details/557024/ACvalue.pdf Not sure how much time you've spent with ACD, but most people recommend making the system your own by trying out various parameters.
Whenever you post this...it always makes me nervous....lol. We haven't hit new all time highs yet though