(1) Questions about MT4 should be posted to "MQL4 and MetaTrader 4".
(2) You can't use "Close", because it's a reserved word.
(3) Try "rates_total" instead of "WHOLE_ARRAY".
In future please post in the correct section
I will move your topic to the MQL4 and Metatrader 4 section.
FireFox:But It's yet Bug.
No it is not.
Don't rush to claim that you have found a bug
Stop using the predefined constant variable Close in CopyClose. No need for CopyClose in MT4. Just use Close[n].
Predefined Variables - MQL4 Reference
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double Close[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
nt OnCalculate(const int rates_total,
CopyClose(_Symbol,_Period,0,WHOLE_ARRAY,Close);
}