To calculate the blue and the orange line of the indicator there must be at least 3800 candles (better more) loaded on the chart. Maybe you need to download the candles manually.

To do this, you need to configure Metatrader to load up to 10000 candles (Menu: Tools -> Options), as shown in following screenshot.

Downloading Data With The "Page Up"-Button

Before you can download data with the "Page Up"-Button ("Bild auf" on German keyboards) of your keyboard you need to deactivate autoscrolling of the chart. To do that you need to right-click on the chart and then select "Properties":

In the "Properties"-Window you have to deselect the checkbox "Chart auto scroll" as shown in the following screenshot:

After that you can confirm the settings with "OK". Now you can press (and hold for 3 to 5 seconds) the "Page Up"-Button. Now the necessary amount of candles (>3800) should be loaded on the chart. Switch to all other timeframes of the instrument and press the "Page Up"-Button again for 3 to 5 seconds. After that all timeframes of the instrument should have enough candles loaded on the chart. You can now activate autoscrolling again.