Ok now it is working , if someone else have trouble to use the MAX9655 with discrete LEDs only here is the init :
write_max6955(0xC0,0x01,0x00); //decode mode no decode
write_max6955(0xC0,0x02,0x00); //global intensity min
write_max6955(0xC0,0x03,0x07); //scan limit 0->7 digits...