MT4 IDE looking for MQL5 include directory (Metaeditor for MT4 v4 build 625) - bug? - page 2
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as per above this bug manifests itself only when I edit and try to compile mqh file. If we talk about editing/compiling mq4 files it works fine.
Another drawback of MetaEditor that comes with MetaTrader 4 is the following. When I edit mqh files it assumes (incorrectly IMHO) that it deals with mqh of MT5 standard. So when I press F1 it opens MQL5 reference help, which could be confusing as that not all functions from MQL5 are available at MQL4.
Using a non-branded MT4 might have caused it. Try using other broker and see what happen.