Hourly Buffers for Data Collection in MetaTrader 5: A Simple Guide

Purpose

As traders, we often need to collect data for analysis and strategy modeling. This straightforward indicator will help you create hourly buffers in a binary format, making it easy to gather data for your models. The indicator offers a buffer array for each hour (0-23) and includes an additional buffer to store the hour itself.

If you're collecting data from other indicators into a CSV using functions like CopyBuffer, this tool allows you to add extra columns for the hour, enhancing your dataset.

This simple code is great for those involved in data collection for machine learning or other modeling efforts, providing you with ready-to-use dummy variables (buffers 0 to 23) and an hour variable (buffer 24).

Walking through the Code

We begin by declaring the buffer and plot numbers, setting them to 25:

#property indicator_chart_window
#property indicator_buffers 25
#property indicator_plots 25

Buffer Labelling

Next, we define the buffer labels for the data window:

#property indicator_label1 "Hour 00"
#property indicator_label2 "Hour 01"
#property indicator_label3 "Hour 02"
#property indicator_label4 "Hour 03"
#property indicator_label5 "Hour 04"
#property indicator_label6 "Hour 05"
#property indicator_label7 "Hour 06"
#property indicator_label8 "Hour 07"
#property indicator_label9 "Hour 08"
#property indicator_label10 "Hour 09"
#property indicator_label11 "Hour 10"
#property indicator_label12 "Hour 11"
#property indicator_label13 "Hour 12"
#property indicator_label14 "Hour 13"
#property indicator_label15 "Hour 14"
#property indicator_label16 "Hour 15"
#property indicator_label17 "Hour 16"
#property indicator_label18 "Hour 17"
#property indicator_label19 "Hour 18"
#property indicator_label20 "Hour 19"
#property indicator_label21 "Hour 20"
#property indicator_label22 "Hour 21"
#property indicator_label23 "Hour 22"
#property indicator_label24 "Hour 23"
#property indicator_label25 "Hour"

Buffer Declarations

Next, we declare the buffers and an integer variable to hold the hour of the day:

double hourBuffer0[];
double hourBuffer1[];
double hourBuffer2[];
double hourBuffer3[];
double hourBuffer4[];
double hourBuffer5[];
double hourBuffer6[];
double hourBuffer7[];
double hourBuffer8[];
double hourBuffer9[];
double hourBuffer10[];
double hourBuffer11[];
double hourBuffer12[];
double hourBuffer13[];
double hourBuffer14[];
double hourBuffer15[];
double hourBuffer16[];
double hourBuffer17[];
double hourBuffer18[];
double hourBuffer19[];
double hourBuffer20[];
double hourBuffer21[];
double hourBuffer22[];
double hourBuffer23[];
double hourBuffer[];

int bar_hour;

Indexing and Plot Drawing

We set the index for all buffers to data and turned off plotting through a loop. This was necessary because attempting to use a loop to set the index presented errors when passing arrays through SetIndexBuffer. However, looping worked perfectly for PlotIndexSetInteger.

// Assign buffers to index, hide from chart, show in Data Window SetIndexBuffer(0, hourBuffer0, INDICATOR_DATA); SetIndexBuffer(1, hourBuffer1, INDICATOR_DATA); SetIndexBuffer(2, hourBuffer2, INDICATOR_DATA); SetIndexBuffer(3, hourBuffer3, INDICATOR_DATA); SetIndexBuffer(4, hourBuffer4, INDICATOR_DATA); SetIndexBuffer(5, hourBuffer5, INDICATOR_DATA); SetIndexBuffer(6, hourBuffer6, INDICATOR_DATA); SetIndexBuffer(7, hourBuffer7, INDICATOR_DATA); SetIndexBuffer(8, hourBuffer8, INDICATOR_DATA); SetIndexBuffer(9, hourBuffer9, INDICATOR_DATA); SetIndexBuffer(10, hourBuffer10, INDICATOR_DATA); SetIndexBuffer(11, hourBuffer11, INDICATOR_DATA); SetIndexBuffer(12, hourBuffer12, INDICATOR_DATA); SetIndexBuffer(13, hourBuffer13, INDICATOR_DATA); SetIndexBuffer(14, hourBuffer14, INDICATOR_DATA); SetIndexBuffer(15, hourBuffer15, INDICATOR_DATA); SetIndexBuffer(16, hourBuffer16, INDICATOR_DATA); SetIndexBuffer(17, hourBuffer17, INDICATOR_DATA); SetIndexBuffer(18, hourBuffer18, INDICATOR_DATA); SetIndexBuffer(19, hourBuffer19, INDICATOR_DATA); SetIndexBuffer(20, hourBuffer20, INDICATOR_DATA); SetIndexBuffer(21, hourBuffer21, INDICATOR_DATA); SetIndexBuffer(22, hourBuffer22, INDICATOR_DATA); SetIndexBuffer(23, hourBuffer23, INDICATOR_DATA); SetIndexBuffer(24, hourBuffer, INDICATOR_DATA); for(int i = 0; i OnCalculate Function Loops and Program

Now we dive into the OnCalculate function:
Here, we reset all buffers to zero, only changing the one corresponding to the current hour to one. There may be efficiency improvements to explore later.

if (rates_total 0 ? prev_calculated - 1 : 0); for (int i = start; i Function for Adding Flavor to the Comment

Finally, here's a function for a comment:
This serves as a helpful debugging check.

string HourToText(int bh) {
string TextHour;
switch(bh) {
    case 0: TextHour = "12 am"; break;
    case 1: TextHour = "1 am"; break;
    case 2: TextHour = "2 am"; break;
    case 3: TextHour = "3 am"; break;
    case 4: TextHour = "4 am"; break;
    case 5: TextHour = "5 am"; break;
    case 6: TextHour = "6 am"; break;
    case 7: TextHour = "7 am"; break;
    case 8: TextHour = "8 am"; break;
    case 9: TextHour = "9 am"; break;
    case 10: TextHour = "10 am"; break;
    case 11: TextHour = "11 am"; break;
    case 12: TextHour = "12 pm"; break;
    case 13: TextHour = "1 pm"; break;
    case 14: TextHour = "2 pm"; break;
    case 15: TextHour = "3 pm"; break;
    case 16: TextHour = "4 pm"; break;
    case 17: TextHour = "5 pm"; break;
    case 18: TextHour = "6 pm"; break;
    case 19: TextHour = "7 pm"; break;
    case 20: TextHour = "8 pm"; break;
    case 21: TextHour = "9 pm"; break;
    case 22: TextHour = "10 pm"; break;
    case 23: TextHour = "11 pm"; break;
    default: TextHour = "Unknown"; break;
}
return TextHour;

Note that this currently displays only through the data window.