Ok, after some thoughts about it, the reason of the problem is clear. The whole candle pattern is nonsense - such a pattern can normally never occur in today's markets.

According to the website that you quoted, a candle is engulfing when its body overlaps the body of the candle before. This is indeed programmed this way in the TA-LIB. But the close price of a candle is just the open price of the next candle. So there can never be an engulfing candle, unless there are gaps in the price data between two candles.

Those random gaps can be found indeed in the prices of some years of the FXCM price server. I see that they sometimes differ by one tick, but only in one direction. That's why you got random nonzero values with that candle pattern in past years, but not in 2013.

Candle patterns worked in the 18th century Japanese rice market that had real price gaps overnight. They can not work with financial assets that are traded 24 hours.