Morten Kruse: Is this possible to do in mt4?
Do you see that form in the MT4 documentation? Event Handling Functions - Functions - Language Basics - MQL4 Reference
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William Roeder, 2020.01.26 20:41
In the presence of multiple orders (one EA multiple charts, multiple EAs, manual trading,) while you are waiting for the current operation (closing, deleting, modifying) to complete, any number of other operations on other orders could have concurrently happened and changed the position indexing:- For non-FIFO (non-US brokers), (or the EA only opens one order per symbol,) you can simply count down, in a position loop, and you won't miss orders. Get in the habit of always counting down.
Loops and Closing or Deleting Orders - MQL4 programming forum
For In First Out (FIFO rules-US brokers,) and you (potentially) process multiple orders per symbol, you must find the earliest order, close it, and on a successful operation, reprocess all remaining positions.
CloseOrders by FIFO Rules - Strategy Tester - MQL4 programming forum - Page 2 #16
MetaTrader 5 platform beta build 2155: #1 № 11 ACCOUNT_FIFO_CLOSE - and check OrderSelect in case earlier positions were deleted.
What are Function return values ? How do I use them ? - MQL4 programming forum
Common Errors in MQL4 Programs and How to Avoid Them - MQL4 Articles - and if you (potentially) process multiple orders, must call RefreshRates() after server calls if you want to use, on the next order / server call, the Predefined Variables (Bid/Ask) or (be direction independent and use) OrderClosePrice().
Since 2009, hedging is not permitted for US traders.
NFA Enforces FIFO Rule, Bans Forex Hedging in US Forex Accounts - Trading Heroes
FAQ: FIFO in the Forex Market - BabyPips.com

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I'm transfering an indicator from MT5 to MT4.
But the OnCalculate is based on data array.
Like
OnCalculate
The function is called in the indicators when the Calculate event occurs for processing price data changes. There are two function types. Only one of them can be used within a single indicator.
Calculation based on data array
int OnCalculate(
const int rates_total, // price[] array size
const int prev_calculated, // number of handled bars at the previous call
const int begin, // index number in the price[] array meaningful data starts from
const double& price[] // array of values for calculation
);
Is this possible to do in mt4? And how?
Br Morten