I have the same issue and find it caused by not sufficient data on chart, get it solved by doing the following:
- At MT5, click [Tools] -> [Options] -> [Charts] -> (at the bottom) [Max bar in chart] -> Choose Unlimited
Make sure your broker server provides data back to Start date, 2015.01.01 in this case.
Hope this help.

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Hello,
I'm currently following this course: link to the course
I'm at this chapter: link to the chapter
I have downloaded the files successfully and placed everything in the correct directories: (C:\Program Files\MetaTrader 5\MQL5). Then I created "NeuroNetworksBook" folders in each sub-folder (EA, script, etc.) as described in this part of the course: link to the course section
However, when I try to execute the scripts from the chapter (initial_data.mq5, but none of them work actually), nothing happens. I compile the script without any errors, try to drag it onto my chart (EURUSD M5, although I've checked the code and it shouldn't matter), but nothing executes. Normally, it should generate a .csv file in the Files sub-folder, but nothing! I've also checked the journal in the strategy tester, but there's nothing there either. Can someone explain to me how to execute these scripts?
Thanks in advance!