Hello,

May I ask for general guidance/examples how to implement intraday pair strategy working on 1minute data.
Idea is:

1. Calculate ratio/std
2. If on open (or first 5 minutes) ratio is outside std then trade.
3. If any open trades close before EOD.

I'm bit struggling on how to calculate ratio/std on daily while backtesting time constraints on intraday data.
Can I have both Daily and Intraday dataframes at once and how to implement time conditions?

Thank you