"You have lost data connectivity because you left your home network with data roaming turned off" notification appears

My phone is a Huawei Ascend Mate7. I get the following notification whenever I turn on my 4G connection: > **Data lost** > > You have lost data connectivity because you left your home network with data roaming turned off The problem is my SIM card is from the same country I live in now. This problem somehow remained since I moved from my old SIM card, and now I can't seem to get rid of it. I also see an "R" next to the connection indicator. How to solve this?