MQL4 → MQL5: Conversion Guide

Each guide pairs equivalent code side by side — same logic, both languages — and ships a free, original, MIT-licensed template you can run today. Demo-test everything: translation bugs are cheaper on demo.

Side-by-side: the core translations — MQL4 → MQL5

// MQL4: direct call
double atr = iATR(NULL, 0, 14, 1);

// MQL5: handle created once in OnInit,
// value copied in OnTick
int h = iATR(_Symbol, PERIOD_CURRENT, 14);
double a[1]; CopyBuffer(h, 0, 1, 1, a);

// MQL4
OrderSend(Symbol(), OP_BUY, 0.10, Ask, 30,
          Ask - 200*Point, Ask + 400*Point);

// MQL5: CTrade standard library
#include <Trade\Trade.mqh>
CTrade trade;
trade.Buy(0.10, _Symbol, Ask,
          Ask - 200*_Point, Ask + 400*_Point);

// MQL4
for(int i=OrdersTotal()-1; i>=0; i--)
   if(OrderSelect(i, SELECT_BY_POS)) ...

// MQL5: positions, not orders
for(int i=PositionsTotal()-1; i>=0; i--)
   if(PositionGetTicket(i) > 0) ...

Translation notes — MQL4 → MQL5

• MQL5 separates orders (pending) from positions (open) — the single biggest conceptual jump from MQL4.
• Point/Digits become _Point/_Digits; Bid/Ask become SymbolInfoDouble calls or the predefined ask/bid in EAs.
• Our library already ships dual .mq4/.mq5 builds of every tool — compare the same tool side by side in the Library.

Download the templates — MQL4 → MQL5

⬇️ mql5-strategy-template.mq5 (MIT) ⬇️ pine-v5-strategy-template.pine (MIT) 🧩 Indicator template

Going the other way is rarer, but the MQL5 → Pine guide covers TradingView ports.