You don’t actually have to convert a .mq4 file to its .ex4 equivalent as this is done automatically through your MetaTrader platform.
Simply paste your .mq4 files into the indicator file within your MT4 installation. Usually this is c:\Program Files/(name of broker)/experts/indicators/
Once done simply start up your Meta Trader or restart it if you already have it open. When Metatrader starts it automatically looks in this folder and converts all .mq4 files into .ex4 ready for using.