Led 4 segment display - MAX7219

Can you please use the </> to post code, not the quotes, as it makes it more legible.

The difference is number of segments from 8 to 4 but i think that it isn't problem.

You have 4 digits, made up of 8 segments each. A segment is one LED, a digit is made up of 8 LEDs.
This could just be a language problem, but have you connected these the right way?

  1. Your circuit is for common cathode digits. Have you confirmed that the digits you have wired up are common cathode? You need to look at the part number and the data sheet for the part.

  2. How have you wired the interface to the Arduino, as per the sketch pinout? Would be a good idea to recheck that.