Converting MQL4 to C++?

External question — Stack Overflow Stack Exchange Author: lazarea Original post: https://stackoverflow.com/questions/66853531 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I would like to convert a bunch of stock/forex indicators written in MQL4 (.mq4 files) to C++. Previously, I had only been programming in Python and had very little exposure to both MQL4 and C++. Furthermore, I am not at all aware of the ways to go about such a problem, and whether it is even feasible. (Although, worst case scenario, manually recoding them all should definitely be feasible.) I took a simple indicator, the Simple Moving Average, as an example and started tinkering with it and running it using a C++ compiler. Knowing that the syntax of the two languages is highly similar, I thought this could be a relatively easy process, and even automable to some degree. Here is the Simple Moving Average script extracted from the .mq4 file available at this link : MA_Period=5; void sma() { double sum=0; int i,pos=Bars-ExtCountedBars-1; //---- initial accumulation if(pos<MA_Period) pos=MA_Period; for(i=1;i<MA_Period;i++,pos--) sum+=Close[pos]; //---- main calculation loop while(pos>=0) { sum+=Close[pos]; ExtMapBuffer[pos]=sum/MA_Period; sum-=Close[pos+MA_Period-1]; pos--; } //---- zero initial bars if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0; } And here is my C++ implementation, at the moment testing it on a short array arr[] representing the Close array in MQL4. Furthermore, I dropped MQL4's Bars and ExtCountedBars variables (as I want to run the indicator on static, historical data), and replaced ExtMapBuffer with an array called output[] , with equal length as the "price" array arr[] . #include <iostream> using namespace std; int main() { int MA_Period=5; int arr[20] = {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}; double sum=0; int i, pos=0; int output[20]; cout << "Pos: " << pos << endl; //---- initial accumulation if(pos<MA_Period) pos=MA_Period; for(i=1;i<MA_Period;i++,pos--) sum+=arr[pos]; cout << "Sum of past " << MA_Period << " prices : " << sum << endl; cout << "Pos = " << pos << endl; //---- main calculation loop while(pos>=0) { sum+=arr[pos]; output[pos]=sum/MA_Period; sum-=arr[pos+MA_Period-1]; pos--; } for(int j=0;j<sizeof(output)/sizeof(output[0]);j++){ cout << "output[" << j << "] = " << output[j] << endl; } return 0; } The console output I'm gettign for the output array values are: output[0] = 3 output[1] = 4 output[2] = 65535 output[3] = 1 output[4] = 1706671568 output[5] = 32766 output[6] = 4197523 output[7] = 0 output[8] = 2 output[9] = 0 output[10] = 4197613 output[11] = 0 output[12] = 124 output[13] = 0 output[14] = 0 output[15] = 0 output[16] = 4197536 output[17] = 0 output[18] = 4196352 output[19] = 0 which is clearly not correct. I tried retaining as much from the original MQL4 code when converting to C++ but now hit a roadblock as to why the output is massively different from the expected: output[0] = nan output[1] = nan output[2] = nan output[3] = nan output[4] = 3 output[5] = 4 output[6] = 5 output[7] = 6 output[8] = 7 output[9] = 8 output[10] = 9 output[11] = 10 output[12] = 11 output[13] = 12 output[14] = 13 output[15] = 14 output[16] = 15 output[17] = 16 output[18] = 17 output[19] = 18 What am I missing / misunderstanding in the process of converting my MQL4 code to C++?

External answer — Stack Overflow Stack Exchange Author: G. Sliepen Original post: https://stackoverflow.com/a/66854299 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. There are several problems with this code. The main issue is your use of indices i and pos . In particular, after the initial accumulation, pos is equal to 1 , so the main calculation loop will only run one iteration before it is done. So only output[1] gets written to, the rest of the array is uninitialized, and may contain any value. Also note that array indices in C start at zero. Your initial accumulation loop starts at 1 , which is not what you want. I would avoid having two variables for indices, and only use one. To initialize sum , write: for (int i = 0; i < MA_Period; ++i) { sum += arr[i]; output[i] = -1; } Then to do the remainder write: for (int i = MA_Period; i < sizeof(output) / sizeof(output[0]); ++i) { sum += arr[i]; sum -= arr[i - MA_Period]; output[i] = sum / MA_Period; } This will give you the expected output. Note that there is no way to get nan for the first 5 values, as an int can never be nan . If you make output an array of double it is possible though, for example using this line in the initial loop: output[i] = 0.0 / 0.0; As for why the original MQL4 code worked: it initializes pos to Bars - ExtCountedBars - 1 , whereas you initialized it to 0 in your C++ version.