Errors: Function did not return a value

This message is really not an error- even though it says Error. It simply indicates that one of the functions written up in the commentary page or formula can’t provide a value because it didn't receive all the data it needed to calculate it, or if there wasn't enough data present. For instance, a formula that required Volume would produce this error if the Expert were attached to an Index chart, which typically doesn't have the Volume. It could also happen if the calculation needs the Open price to be available in a chart that doesn't have the Open price, or if a certain number of periods need to be loaded, and there are less than the required minimum.