Ok .. I'll try.
Line 4: LookBack = 0;
LookBack is set to 0, so all indicators don't have any lookback period and thus generate 0 as value. It's really dangerous because "Stop" will also be set to 0 and all trades will have no SL.
Alas, no... The original strategy has a lookback of 500. I ran the test script with a lookback period greater than 0 and the problem still persists. Also, the script without ATR stop had a lookback of 0 and worked fine.
(BTW, the "Error 014: Function ATR TimePeriod 60 > LookBack" that you see in FXCM_MT4 screenshot only appears when the platform has an ATR indicator running. Where there was no ATR indicator, there was no error message.)