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...ctors for smoothed price posvector2 <- data[,3]; # creates a column of position vectors for 2 bar prediction posvector3 <- data[,4]; # creates a column of position vectors for 5 bar prediction actualreturns1 <- detrendedreturns*posvector1; actualreturns2 <- detrendedreturns*posvector2; actualreturns3 <- detrendedreturns*posvector3; average_daily_return1 <- mean(actualreturns1); average_daily_return2 <- mean(actualreturns2); average_daily_return3 <- mean(actualreturns3); # create zero centred sampling distributions for the null hypothesis zerocentredreturns1 <- actualreturns1-ave...