Could anyone help with the idea of MQL4 to MQL5 conversion?

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<p id="isPasted">Converting MQL4 code to MQL5 is not a simple copy-and-paste process; it requires significant code refactoring due to fundamental differences in the languages and platform architectures. MQL5 is an evolution of MQL4, based on the C++ paradigm, offering more advanced features and a different execution model.&nbsp;</p><p><strong>Key Differences to Consider</strong></p><p>Feature&nbsp;MQL4MQL5</p><table data-animation-nesting="" data-processed="true" style="border: none; border-collapse: collapse; table-layout: auto; width: 632px; color: rgb(230, 232, 240); font-family: &quot;Google Sans&quot;, Roboto, Arial, sans-serif; font-size: 16px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: start; text-transform: none; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; white-space: normal; background-color: rgb(31, 31, 31); text-decoration-thickness: initial; text-decoration-style: initial; text-decoration-color: initial;" id="isPasted"><tbody data-processed="true"><tr data-processed="true" data-sfc-cp=""></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">File Extension</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">.mq4&nbsp;(source),&nbsp;.ex4&nbsp;(compiled)</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">.mq5&nbsp;(source),&nbsp;.ex5&nbsp;(compiled)</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Execution Model</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Order-based (each trade managed individually)</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Position-based (multiple trades of the same instrument consolidated)</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Core Functions</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">init(),&nbsp;start(),&nbsp;deinit()</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">OnInit(),&nbsp;OnTick(),&nbsp;OnDeinit(),&nbsp;OnTrade(),&nbsp;OnTradeTransaction(), etc.</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Order Management</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Separate functions:&nbsp;OrderSend(),&nbsp;OrderModify(),&nbsp;OrderDelete()</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Single&nbsp;OrderSend()&nbsp;function using&nbsp;MqlTradeRequest&nbsp;and&nbsp;MqlTradeResult&nbsp;structures</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Indicators</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Direct functions (e.g.,&nbsp;iMA) return buffer values</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Use indicator handles (e.g.,&nbsp;iMA&nbsp;returns a handle) and require separate data retrieval steps</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Timeframes</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">9 standard timeframes</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">21 timeframes, including non-standard ones</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Array Indexing</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Default [0] is the current (rightmost) bar for predefined arrays/buffers</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">No default direction; must use&nbsp;ArraySetAsSeries()&nbsp;to define direction (0 can be oldest or newest depending on setting)</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">OOP Support</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Limited</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Comprehensive (classes, inheritance, polymorphism, encapsulation)</td></tr><tr data-processed="true" data-sfc-cp=""><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px 12px 0px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Strategy Tester</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Single-threaded, basic</td><td colspan="undefined" data-processed="true" data-sfc-cp="" style="border-bottom: 0.8px solid rgb(66, 70, 84); min-width: 4em; vertical-align: top; color: rgb(230, 232, 240); padding: 12px 0px 12px 10px; font-family: &quot;Google Sans&quot;, Arial, sans-serif; font-size: 14px; line-height: 18px; font-weight: 400;">Multi-threaded, faster, supports multi-currency and real tick data testing</td></tr></tbody></table><p><br></p><p id="isPasted"><strong>Conversion Steps and Ideas</strong></p><ol><li>Change File Extension: Copy your MQL4 source file (.mq4) to the MT5 experts (or indicators, scripts) folder and rename the extension to .mq5.</li><li>Adjust Core Functions: Rename init(), start(), and deinit() to OnInit(), OnTick(), and OnDeinit() respectively.</li><li>Refactor Trading Logic: This is a major hurdle. The order management system in MQL5 is fundamentally different (position-based vs. order-based). You'll need to rewrite your trading functions to use the MqlTradeRequest and MqlTradeResult structures or utilize the MQL5 standard library's CTrade class for simplified operations.</li><li>Update Indicator Handling: Modify code that calls indicators. Instead of directly getting values, you'll first need to create an indicator handle and then use functions like CopyBuffer() to retrieve the data into an array.</li><li>Manage Array Indexing: Be mindful of the change in array direction. Use ArraySetAsSeries() for time series and indicator buffers to ensure correct indexing (e.g., [0] being the current bar if desired).</li><li>Review Predefined Variables: Some MQL4 variables like Ask, Bid, and Bars have been replaced or modified in MQL5 (e.g., _LastError, _Period, _Symbol). You may need to access current price data through the SymbolInfo... functions.</li><li>Use Conversion Resources: Refer to the official MQL5 migration guides and articles, or explore community-developed libraries that help bridge some of the functional gaps between MQL4 and MQL5 (e.g., the MT4-Orders library for MT5).</li><li>Thorough Testing: Use the advanced MQL5 Strategy Tester to rigorously backtest and debug the converted code. The improved testing capabilities are a primary reason to migrate. </li></ol>