MT4 has often price gaps. This is due to the suboptimal implementation of the MT4 server that needs a long time for providing prices to the MT4 client.

If you get a gap message, restarting the strategy often helps until finally the MT4 server delivers the rest of the prices.

If you restarted it three times and the gaps are still there, the prices are missing already on the server and you'll have to live with the gaps. Gaps can reduce the performance slightly at start of the strategy, for a week or so.