I have a system that is comparing a dataset to the value at the same time yesterday. It has a lookback of 390 bars on a 1 min timeframe, since the RTH hours are 390 minutes long.
I noticed some inconsistencies with this approach however, when trading hours are not 390min around holidays for example.
Not sure how this could be achieved with a more robust approach. Can someone point me to the right direction please?
Thanks!

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