C++ way to implement loop macro

First of all, if you look for "dumb" replacement for these macros, then you may be better off to just leave them alone.

If you really look for better readability of code, try to find meaningful idioms, that may not map one to one to these macros. I.e. maybe sometimes this for_loop() can be replaced with range-for loop, something like:

for (auto u : g) {
  ...
}

And sometimes may be it may be replaced with call to some standard functions like std::find() or something...

If you want to implement function that would do exactly what this macro do you can do something like this:

void for_loop(g_type g, u_type u, v_type v, std::function<void(u_type, v_type)> func) {
  for (u = g.attribute, v = g.otherAttribute ; u <= 20 ; u = g.updateAttribute, v = g.updateOtherAttribute)
  {
    func(u, v);
  }
}

And then use it like this:

  for_loop(g, u, v, [<may require capture some used vars here>](u_type u, v_type v)
  {
    ... some code ...
  });

instead of original

  for_loop(g, u, v)
  {
    ... some code ...
  }

If changes to g, u or v should be visible after loop, then references should be used instead of passing by value.

But I highly don't recommend this approach.

How would you implement it without using macros in C++?

You can write a function template:

void
for_loop (auto& g, auto& u, auto& v, const auto& body)
{
    for (u = g.attribute, v = g.otherAttribute;
         u <= 20;
         u = g.updateAttribute, v = g.updateOtherAttribute)
        body(g, u, v);
}

The details may be different depending on how the macro is used. This example follows the macro closely, but there may be a better way to express the operation. I recommend more meaningful parameter names.