"There are no new data for the symbol 'EURUSD' " appears when downloading from History center - page 2
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I have done what you suggested, but the error still occurs
Use another MT5 instance, it seems that this one is corrupted or cant't save or retrieve historical data.
Download the custom/branded MT5 terminal from your broker's website, install it and use it to login into your trading account and the Strategy Tester.
The latest stable MT5 build is 5430 and you can find it here: https://www.mql5.com/en/forum/502088#comment_58974203