News Indicator

[Giorgio]

Hi guys, I'm creating an indicator to implement news volatility, the following code should permit the backtest of It, but It doesn't work (NewsEventUSD Isn't fill with values); any ideas?

//+------------------------------------------------------------------+
//|                                             NEWS_VOLATILITY2.mq5 |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window

input string GeneralSettings="-----------    General Settings    -----------";  //-- General Settings --
input datetime StartPeriod=D'01.01.2020';          //Start Economic Calendar  (backtesting)
input datetime EndPeriod=D'01.01.2023';            //End Economic Calendar

MqlCalendarValue NewsEventUSD[];
MqlCalendarValue NewsEventEUR[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   if(CalendarValueHistory(NewsEventUSD,StartPeriod,EndPeriod,NULL,"US")==false)
     {
      printf("ERROR CalendarValueHistory: ", GetLastError());
      return(INIT_FAILED);
     }
   
   if(CalendarValueHistory(NewsEventEUR,StartPeriod,EndPeriod,NULL,"EU")==false)
     {
      printf("ERROR CalendarValueHistory: ", GetLastError());
      return(INIT_FAILED);
     }
   
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   for (int i=0; i<ArraySize(NewsEventUSD); i++)
      if (NewsEventUSD[i].time==TimeCurrent())
        {
         Print("ciao");
         break;
        }
   Print(ArraySize(NewsEventUSD));
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+