Hey, thanks! StartWeek/EndWeek work, but they skip bars only at the beginning and end of the week.I am looking for a function that skips bars once a day.

In the meanwhile I found the TimeFrame function. The manual states that it is for "for skipping bars outside market hours or when no price ticks arrive". I implemented this code to my script.

Code:
// skipping bars for a certain time period 
	static int BarsMissing = 0;
	if(hour() >= 21 and hour() < 22) // 0 when the current bar has no price quotes   
	{ 
  		TimeFrame = 0; // set to zero when not in frame
  		BarsMissing++;
	}
	else if (hour() == 22 and minute() == 0 )
	{ 
  		TimeFrame = -BarsMissing; //  set TimeFrame to the negative number of skipped bars for ending the frame
  		BarsMissing = 0;
	}
	else
		TimeFrame = 1;	// Normal operation

But only the prices and indicator values are fixed for the specified time period and no bars are skipped. Anything wrong with the implementation?