The Fundamental Differences
TradingView's Pine Script and MetaTrader's MQL4/MQL5 were designed with completely different philosophies. Understanding these differences is crucial before attempting any conversion.
Pine Script is a domain-specific language designed for rapid strategy prototyping and indicator creation. It abstracts away most of the complexity of market data handling and order execution, making it easy for traders to test ideas quickly.
MQL4/MQL5, on the other hand, gives you direct access to the trading platform's internals. This power comes with responsibility - you need to handle things that Pine Script does automatically.
Execution Model
One of the biggest differences is how code executes:
Pine Script
MQL4/MQL5
Key Issue: A strategy that "works" in Pine Script backtests might fail in live MQL trading because of these execution differences.
Data Access
Pine Script
``pine
// Simple indicator access
rsi = ta.rsi(close, 14)
sma = ta.sma(close, 20)
`MQL4
mql4
// More explicit data handling
double rsi = iRSI(Symbol(), Period(), 14, PRICE_CLOSE, 0);
double sma = iMA(Symbol(), Period(), 20, 0, MODE_SMA, PRICE_CLOSE, 0);
``The MQL approach requires more code but gives you finer control over buffer management and multi-timeframe access.
Order Management
This is where the biggest differences lie:
Pine Script
``pine
if buyCondition
strategy.entry("Long", strategy.long)
strategy.exit("Exit", "Long", profit=100, loss=50)
``In MQL, you need to handle slippage settings, error checking, order modification (SL/TP can't always be set on entry), position tracking, partial closes, and multiple orders per strategy.
What Needs to Change
When converting your Pine Script strategy to MQL, expect to:
Conclusion
Converting Pine Script to MQL isn't just "translating" code - it's rebuilding your strategy for a different trading environment. The good news is that strategies that survive this process tend to be more robust and realistic.
Our recommendation: Before converting, make sure your Pine Script strategy doesn't rely on repainting indicators, uses realistic spread/commission settings, has proper risk management, and shows consistent results across different time periods.
Need help with your conversion? Get a free strategy audit or contact us to discuss your project.