I saw some pua video about cold approach and they make some mistake like body language (cross arms).
They just see a girl and approach like monkeys without seeing context like how she's dress, is going to meeting?
If it's friday evening you got more chances to have time to talk or if you see a girl shopping.
My opinion is you have to be smart and look situation, the girl at gym is smiling at you and "taking time" like talking with some others womens? go talk to her, if she's focusing on her workouts don't approach her

How do you approach at daygame or nightgame?