Create an offline chart

Would like to create an EA that collects information from a host chart only between specified times. Example collect all price information between the hours of 11.00 and 19.00 and create 1 bar, next day switch on and off at same time. Would like to have up to 5 different times that it can switch on and off in a day, making a bar for each period. If this is not possible have instance ID for each version so it can be applied multiple times if required. Record all data as per host chart, i.e. volume