No.
MQL4 has no syntax support for a construct alike a try/except/finally or try/catch use-case in python / java and alike languages.
How to handle exceptions?
Assume there are no compile-time errors.
The run-time errors are hard to be handled, some even cause the software to crash.
One could and rather shall proactively sanitize the MQL4-code with a due type-checking and use-case pre-validations so as to prevent exceptions.
Exceptions to this are dbPool operations, which may, under some conditions, "legitimately" fail to yield an expected result.
A GetLastError() ( if it was cleared a-priori the exception itself ) may serve as an almost-post-mortem identification, not as an exception handler.
4202? Not your problem, Bro'
_LastError == 4202 ... does not explain the trouble <<< stdlib.mqh
4202
ERR_OBJECT_DOES_NOT_EXIST
Object does not exist
Your problem seems to be related with bar "pointing" outside of the TimeSeries-reverse-stepping-index of Close[] values.
0 <= aBarPtrIDX < Bars
Next target? A Close[aBarPtrIDX] misconcept
After some time spent in MQL4 domain, one becomes familiar with a few contradicting facts. One of potential surprises is, that a current bar, the
"hot-zero" [0], contains Close[0] == Bid during it's all live-life-span.
After the running bar gets terminated by aNewBarEVENT ( signalled by a Volume[0] == 1 ( or Volume[0] < aPreviousVolume_0 -- a safer mode for a case, the MQL4-loosely-coupled event-loop has missed a few quote-arrivals during it's busy-episode )), the Close[1] represents the last-visited price during the respective Bar-period and Close[0] keeps surfing on the always-changing Bid price