You are correct, customising the chart display times has zero effect on indicator calculations. And you are also correct that the only reliable way to achieve a time-filtered RSI in ProBuilder is to maintain your own array of closes — there is no built-in shortcut. The good news is that we can build a user defined custom series with arrays and therefore apply the RSI calculation on it.

The approach is:

• Use OpenHour to detect whether the current bar falls inside your desired window.
• When it does, store close into $fc[idx] and increment idx. This builds a compact series that contains only the in-window closes, numbered sequentially, with no gaps from excluded bars.
• Implement the RSI by hand (Wilder’s method) over that filtered series. This is necessary because the built-in RSI[] function always works on the full bar series and cannot skip bars.
• On the very first bar where you have enough data (idx = RsiPeriod + 1), compute the seed averages with a loop. On every subsequent bar, apply Wilder’s smoothing formula.

You can change WindowStart, WindowEnd, and RsiPeriod freely to adapt it to any window or period.

//  Parameters
RsiPeriod   = 14     // RSI look-back period (number of filtered bars)
WindowStart = 9      // Session start hour  (>=)
WindowEnd   = 22     // Session end   hour  (<)

//  Time filter
inWindow = (OpenHour >= WindowStart) AND (OpenHour < WindowEnd)

//  Fill the filtered-close array
// idx is a persistent counter of how many in-window bars we have seen so far
if inWindow then
   $fc[idx] = close
   idx = idx + 1
endif

//  RSI calculation on the filtered series
// We need at least RsiPeriod+1 values to produce a meaningful result
myRSI = UNDEFINED

if idx > RsiPeriod then
   
   //  Seed: first Wilder average over the initial RsiPeriod bars
   // (computed once when idx reaches RsiPeriod+1 exactly)
   if idx = RsiPeriod + 1 then
      sumGain = 0
      sumLoss = 0
      i = 1
      while i <= RsiPeriod do
         diff = $fc[idx - 1 - RsiPeriod + i] - $fc[idx - 1 - RsiPeriod + i - 1]
         if diff > 0 then
            sumGain = sumGain + diff
         else
            sumLoss = sumLoss + ABS(diff)
         endif
         i = i + 1
      wend
      avgGain = sumGain / RsiPeriod
      avgLoss = sumLoss / RsiPeriod
   else
      //  Subsequent bars: Wilder smoothing
      diff = $fc[idx - 1] - $fc[idx - 2]
      if diff > 0 then
         myGain = diff
         myLoss = 0
      else
         myGain = 0
         myLoss = ABS(diff)
      endif
      avgGain = (avgGain * (RsiPeriod - 1) + myGain) / RsiPeriod
      avgLoss = (avgLoss * (RsiPeriod - 1) + myLoss) / RsiPeriod
   endif
   
   if avgLoss = 0 then
      myRSI = 100
   else
      RS    = avgGain / avgLoss
      myRSI = 100 - (100 / (1 + RS))
   endif
   
endif

//  Display
if NOT inWindow then
   myRSI = UNDEFINED
endif

RETURN myRSI STYLE(LINE, 2) COLOURED(255, 165, 0) AS "RSI (filtered)"

MESXXXX-5-minutes.png