How can a .bat file be 'converted' to .exe without third party tools?

One very obvious approach is to use IEXPRESS - the ancient built-in tool that creates self-extracting packages and is capable to execute post extraction commands. So here's IEXPRESS sed-directive/.bat file that creates a self-extracting .exe with packed .bat. It accepts two arguments - the .bat file you want to convert and the target executable:

 ;@echo off
; rem https://github.com/npocmaka/batch.scripts/edit/master/hybrids/iexpress/bat2exeIEXP.bat
;if "%~2" equ "" (
; echo usage: %~nx0 batFile.bat target.Exe
;)
;set "target.exe=%__cd__%%~2"
;set "batch_file=%~f1"
;set "bat_name=%~nx1"
;set "bat_dir=%~dp1"

;copy /y "%~f0" "%temp%\2exe.sed" >nul

;(echo()>>"%temp%\2exe.sed"
;(echo(AppLaunched=cmd.exe /c "%bat_name%")>>"%temp%\2exe.sed"
;(echo(TargetName=%target.exe%)>>"%temp%\2exe.sed"
;(echo(FILE0="%bat_name%")>>"%temp%\2exe.sed"
;(echo([SourceFiles])>>"%temp%\2exe.sed"
;(echo(SourceFiles0=%bat_dir%)>>"%temp%\2exe.sed"
;(echo([SourceFiles0])>>"%temp%\2exe.sed"
;(echo(%%FILE0%%=)>>"%temp%\2exe.sed"


;iexpress /n /q /m %temp%\2exe.sed

;del /q /f "%temp%\2exe.sed"
;exit /b 0

[Version]
Class=IEXPRESS
SEDVersion=3
[Options]
PackagePurpose=InstallApp
ShowInstallProgramWindow=0
HideExtractAnimation=1
UseLongFileName=1
InsideCompressed=0
CAB_FixedSize=0
CAB_ResvCodeSigning=0
RebootMode=N
InstallPrompt=%InstallPrompt%
DisplayLicense=%DisplayLicense%
FinishMessage=%FinishMessage%
TargetName=%TargetName%
FriendlyName=%FriendlyName%
AppLaunched=%AppLaunched%
PostInstallCmd=%PostInstallCmd%
AdminQuietInstCmd=%AdminQuietInstCmd%
UserQuietInstCmd=%UserQuietInstCmd%
SourceFiles=SourceFiles

[Strings]
InstallPrompt=
DisplayLicense=
FinishMessage=
FriendlyName=-
PostInstallCmd=<None>
AdminQuietInstCmd=
UserQuietInstCmd=

example:

bat2exeIEXP.bat  myBatFile.bat MyExecutable.exe

This should work practically on every Windows machine out there but has one major limitation - you cannot pass arguments to the created .exe file

So one other possible approach is to look at the .NET compilers (again should be available on almost every win machine).I've choose Jscript.net . This is a hybrid jscript.net/.bat script that will read the .batch file content.Will create another jscript.net with the .bat file content and after the compilation will create a new bat file int the temp folder and will call it.And will accept command line arguments.(explained might look complex but in fact it's simple):

@if (@X)==(@Y) @end /* JScript comment
@echo off
setlocal

del %~n0.exe /q /s >nul 2>nul

for /f "tokens=* delims=" %%v in ('dir /b /s /a:-d  /o:-n "%SystemRoot%\Microsoft.NET\Framework\*jsc.exe"') do (
   set "jsc=%%v"
)

if not exist "%~n0.exe" (
    "%jsc%" /nologo /out:"%~n0.exe" "%~dpsfnx0"
)

%~n0.exe  "%jsc%" %*
del /q /f %~n0.exe 1>nul 2>nul 
endlocal & exit /b %errorlevel%
*/

//https://github.com/npocmaka/batch.scripts/blob/master/hybrids/.net/bat2exe.bat
import System;
import System;
import System.IO;
import  System.Diagnostics;


var arguments:String[] = Environment.GetCommandLineArgs();
if (arguments.length<3){
    Console.WriteLine("Path to cmd\bat file not given");
    Environment.Exit(1);
}

var binName=Path.GetFileName(arguments[2])+".exe";
if(arguments.length>3){
    binName=Path.GetFileName(arguments[3]);
}
var batchContent:byte[]= File.ReadAllBytes(arguments[2]);
var compilerLoc=arguments[1];

var content="["

for (var i=0;i<batchContent.length-1;i++){
    content=content+batchContent[i]+","
}
content=content+batchContent[batchContent.length-1]+"]";
var temp=Path.GetTempPath();
var dt=(new Date()).getTime();
var tempJS=temp+"\\2exe"+dt+".js";


var toCompile="\r\n\
import System;\r\n\
import System.IO;\r\n\
import  System.Diagnostics;\r\n\
var batCommandLine:String='';\r\n\
//Remove the executable name from the command line\r\n\
try{\r\n\
var arguments:String[] = Environment.GetCommandLineArgs();\r\n\
batCommandLine=Environment.CommandLine.substring(arguments[0].length,Environment.CommandLine.length);\r\n\
}catch(e){}\r\n\
var content2:byte[]="+content+";\r\n\
var dt=(new Date()).getTime();\r\n\
var temp=Path.GetTempPath();\r\n\
var nm=Process.GetCurrentProcess().ProcessName.substring(0,Process.GetCurrentProcess().ProcessName.length-3);\r\n\
var tempBatPath=Path.Combine(temp,nm+dt+'.bat');\r\n\
File.WriteAllBytes(tempBatPath,content2);\r\n\
var pr=System.Diagnostics.Process.Start('cmd.exe','/c '+' '+tempBatPath+' '+batCommandLine);\r\n\
pr.WaitForExit();\r\n\
File.Delete(tempBatPath);\r\n\
";

File.WriteAllText(tempJS,toCompile);
var pr=System.Diagnostics.Process.Start(compilerLoc,'/nologo /out:"'+binName+'" "'+tempJS+'"');
pr.WaitForExit();
File.Delete(tempJS);

It's rather a POC , but .NET System.Diagnostics and System.IO libraries are powerful enough to add features like hidden start , enctiption and etc.You can check also jsc.exe compiling options to see what else is capable of (like adding resources).

I promise an upvote to every improvement over the .NET method :-)

UPDATE: the second script has been changed and now the exe from the converted bat file can be started with double click.It uses the same interface as previous script:

bat2exejs.bat example.bat example.exe

I do know how to convert bat/cmd to exe manually, make sure the bat/cmd filename contains just letters, and numbers. Open 'IExpress Wizard' as admin.

1. Select 'Create new Self Extraction Directive file'
2. Select 'Extract files and run an installation command'
3. Name the package anything
4. 'No prompt' for 'Confirmation prompt'
5. 'Do not display a license' for 'License agreement'
6. Click 'Add' for the 'Packaged files', from there select the bat/cmd file
7. Then in 'Install Program' text box for 'Install Program to Launch', type cmd /c, followed by the full name of the bat/cmd file, (example: emptyrecyclebin.bat => cmd /c emptyrecyclebin.bat)
8. Leave the 'Post Install Command' as is
9. 'Hidden' for 'Show window'
10. 'No message' for 'Finished message'
11. Click 'Browse', and select where to download the exe to
12. Enable 'Hide File Extracting Progress Animation from User'
13. Disable 'Store files using Long File Name inside Package'
14. Definitely 'No restart' for 'Configure restart'
15. Then save SED if you want to re-compile it quicker later
16. Then create the package! A command window should quickly appear and disappear
17. Navigate to the place where you downloaded the exe to, and enjoy!

All of the above methods do not protect your source code in any way. I recently saw a press release in the news about a new compiler that does not depend on CMD.exe. I don't know exactly how it works, but it doesn't create temporary files at runtime. https://www.prlog.org/12882479-the-worlds-first-true-compiler-for-batch-files.html

Using IEXPRESS makes a kind of SFX archive, which does not achieve the main goal of hiding the source code with passwords. All other "compilers" work on a similar principle - extract the script to a temporary folder and run it via cmd.exe. The press release claimed a real compilation, so I downloaded the trial version and wrote a primitive script to measure the speed:

@echo off
set startTime=%time%     
set counter=0     
:main_loop
echo %counter%
set /a counter=counter+1
if %counter% LEQ 10000 goto main_loop

echo Start Time: %startTime%
echo Finish Time: %time%

After compiling the code runs twice as fast and I haven't noticed any calls to cmd.exe in the Task Manager. In addition, I ran Process Monitor and saw no creation of temporary files while it was running. This leads me to believe that this compiler provides better protection for the source code.