I do not know how the candling system in MT4 works.
I am under the assumption that they are "japanese" candle sticks.
They Have Open, High, Low, Close
But They Are discontinuous. Like This:
Even on something like a 5M graph...
Why Is This? This Makes Absolutely No Sense To Me.
I am Assuming That a close should flow perfectly into the next candle's open "line".
The prices are not continuous, that's why you see these gaps.
The smaller the timeframe, the bigger the visual gaps.