search for: average_daily_return3

...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-average_daily_return1; zerocentredreturns2 <- actualreturns1-average_daily_return2; zerocentredreturns3 <- actualreturns1-average_daily_return3; n <-...