It was called "100 set Saturdays." Basically every Saturday, the entire Pickup community would gather up, break up into groups, and spend the entire day cold approaching women in coffee shops, book stores, the mall, grocery stores, the streets, etc. The goal was not to get laid. The goal was to make it to 100 approaches. Ironically, most guys never made it to 100 approaches. They would end up pulling a woman way before they got anywhere close.
Basically we made it a rule to not focus on results. We were focused on the bigger picture - calibration. And of course, nothing calibrates you faster than the field itself. And instead of just showing up to night clubs, we thought it would be better to practice doing "day game" and develop some social momentum. If you work a 9-5 and have no social life, it could be daunting to show up at a random club on a Saturday night and put all the pressure on yourself to create a connection with a woman.
OP- My advice is start early on Saturday (Like 3 PM). Frame cold approaching during the day time as "practice." The first 10 approaches are going to suck. Just get used to showing intent without feeling weird or creepy. At some point you are going to hook a set (unless you are super ugly). Practice vibing with women. Practice escalating. And if the window is there, practice closing.
Opening, vibing, escalating, and closing - that's pretty much all there is to it. And as a bonus, when you finally make it to night game ( bars, clubs, parties), you would have developed social momentum. You would be out of your head acting more natural in the night clubs because you've just spent all day vibing with women.
@Plinco - I've seen guys improve at warp speed using this "process oriented" approach of focusing on developing social skills instead of results. This is why I am not going to give you calibration tips. There's millions of different nuances in the seduction game. If you don't have a working process of continuous improvement, you'll just keep running into more situations where you need someone to calibrate you.