Jippi, my chilli plants are in full bloom again this year and already has a few fruits popped up on the stems. This year I don't have a balcony, but that just proves that it's possible to have them indoors in your window. As long as you water them regurarly and keep them in a well-lit place.
I have two different kinds of chilli plants. But in the move last year I kind of mixed the two pots and now I'm not sure which one is which.. I'll just have to wait until those fruits start showing some color!