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

Mike 2024.12.25 07:05 115 0 0
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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 < 24; i++) {
    PlotIndexSetInteger(i, PLOT_DRAW_TYPE, DRAW_NONE);
    PlotIndexSetInteger(i, PLOT_SHOW_DATA, true);
}

return(INIT_SUCCEEDED);

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) return(0);

// We'll recalc from the first unprocessed bar
int start = (prev_calculated > 0 ? prev_calculated - 1 : 0);
for (int i = start; i < rates_total; i++) {
    // Calculate hour (0..23) for bar i
    bar_hour = (int)((time[i] % 86400) / 3600);

    // 1) Set ALL 24 buffers for bar i to 0
    hourBuffer0[i] = 0.0;
hourBuffer1[i] = 0.0;
hourBuffer2[i] = 0.0;
hourBuffer3[i] = 0.0;
hourBuffer4[i] = 0.0;
hourBuffer5[i] = 0.0;
hourBuffer6[i] = 0.0;
hourBuffer7[i] = 0.0;
hourBuffer8[i] = 0.0;
hourBuffer9[i] = 0.0;
hourBuffer10[i] = 0.0;
hourBuffer11[i] = 0.0;
hourBuffer12[i] = 0.0;
hourBuffer13[i] = 0.0;
hourBuffer14[i] = 0.0;
hourBuffer15[i] = 0.0;
hourBuffer16[i] = 0.0;
hourBuffer17[i] = 0.0;
hourBuffer18[i] = 0.0;
hourBuffer19[i] = 0.0;
hourBuffer20[i] = 0.0;
hourBuffer21[i] = 0.0;
hourBuffer22[i] = 0.0;
hourBuffer23[i] = 0.0;
hourBuffer[i] = EMPTY_VALUE;

    // 2) Now set ONLY the matching buffer to 1
    switch (bar_hour) {
        case 0: hourBuffer0[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 1: hourBuffer1[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 2: hourBuffer2[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 3: hourBuffer3[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 4: hourBuffer4[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 5: hourBuffer5[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 6: hourBuffer6[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 7: hourBuffer7[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 8: hourBuffer8[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 9: hourBuffer9[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 10: hourBuffer10[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 11: hourBuffer11[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 12: hourBuffer12[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 13: hourBuffer13[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 14: hourBuffer14[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 15: hourBuffer15[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 16: hourBuffer16[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 17: hourBuffer17[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 18: hourBuffer18[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 19: hourBuffer19[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 20: hourBuffer20[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 21: hourBuffer21[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 22: hourBuffer22[i] = 1.0; hourBuffer[i] = bar_hour; break;
        case 23: hourBuffer23[i] = 1.0; hourBuffer[i] = bar_hour; break;
    }

    string localHourText = HourToText(bar_hour);
    Comment("The hour is: ", localHourText);
}

// Return number of bars processed
return(rates_total);

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.


Wishing everyone a Merry Christmas and a prosperous New Year for 2025!

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