The time zone issue is one that has confused me for quite some time, but one of the developers explained it like this:
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Just hold cursor over last bar to see on both platforms what GMT time is (or if they are [?] both using GMT, which they should be) Lower part of MT4 will show time of bar as you hold cursor over a bar.
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My understanding is that the Expert Advisor uses the time zone of the brokerage server. Therefore, you will probably see a difference in the time zone for the brokerages you are using.