Hmm, I see in your post that there seems to be something wrong with the file names. The files should have the name xxxx_EURUSD.fac, but it complains about not being able to open xxxx.fac. That explains of course why the files can't be opened. However, when I test your script the file names are correct.

Please rename the script to f.i. "Test.c" - that's the name I'm using when testing user scripts - and try again. Does this change something?