You can not compare MT4 charts to other charts. MT4 charts are based on local server time, thus the look of their candles depends on with which MT4 server the terminal is connected. The same chart can look very different in different MT4 versions.

Zorro automatically corrects this when trading through the MT4 bridge. But you can not train a system with MT4 data anyway, as it is normally not sufficient. You need a direct broker API connection to download historic prices for retraining.