diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Fisher_Transform_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Fisher_Transform_Pro.mq5
index f8ceabd..df8bba2 100644
--- a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Fisher_Transform_Pro.mq5
+++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Fisher_Transform_Pro.mq5
@@ -1,9 +1,9 @@
 //+------------------------------------------------------------------+
 //|                                        Fisher_Transform_Pro.mq5  |
-//|                                          Copyright 2025, xxxxxxxx|
+//|                                          Copyright 2026, xxxxxxxx|
 //+------------------------------------------------------------------+
-#property copyright "Copyright 2025, xxxxxxxx"
-#property version   "2.00" // Optimized for incremental calculation
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "2.10" // Upgraded with dynamic Signal Line options, volume translation and chronological sorting safeguards
 #property description "John Ehlers' Fisher Transform for identifying sharp turning points."
 
 #property indicator_separate_window
@@ -32,9 +32,15 @@
 enum ENUM_PRICE_SOURCE { SOURCE_STANDARD, SOURCE_HEIKIN_ASHI };
 
 //--- Input Parameters ---
-input int              InpPeriod = 10;    // Period for price normalization
-input double           InpAlpha  = 0.33;  // Smoothing factor for normalized price
-input ENUM_PRICE_SOURCE InpSource = SOURCE_STANDARD;
+input group                     "Fisher Settings"
+input int              InpPeriod       = 10;              // Period for price normalization
+input double           InpAlpha        = 0.33;            // Smoothing factor for normalized price
+input ENUM_PRICE_SOURCE InpSource      = SOURCE_STANDARD; // Price Source
+
+input group                     "Signal Line Settings"
+input ENUM_FISHER_SIGNAL_TYPE InpSignalType   = SIGNAL_DELAY_1BAR; // Signal Type
+input int                     InpSignalPeriod = 5;                 // Period (if MA)
+input ENUM_MA_TYPE            InpSignalMethod = SMA;               // Method (if MA / VWMA)
 
 //--- Indicator Buffers ---
 double    BufferFisher[];
@@ -62,14 +68,18 @@ int OnInit()
       IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fisher(%d,%.2f)", InpPeriod, InpAlpha));
      }
 
-   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpAlpha))
+   if(CheckPointer(g_calculator) == POINTER_INVALID ||
+      !g_calculator.Init(InpPeriod, InpAlpha, InpSignalType, InpSignalPeriod, InpSignalMethod))
      {
       Print("Failed to initialize Fisher Transform Calculator.");
       return(INIT_FAILED);
      }
 
-   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod);
-   PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriod);
+   int draw_begin = InpPeriod;
+   int sig_begin  = (InpSignalType == SIGNAL_DELAY_1BAR) ? InpPeriod + 1 : InpPeriod + InpSignalPeriod;
+
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
+   PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, sig_begin);
    IndicatorSetInteger(INDICATOR_DIGITS, 2);
 
    return(INIT_SUCCEEDED);
@@ -83,13 +93,43 @@ void OnDeinit(const int reason)
   }
 
 //+------------------------------------------------------------------+
-int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
   {
+   if(rates_total < InpPeriod)
+      return 0;
+
    if(CheckPointer(g_calculator) == POINTER_INVALID)
       return 0;
 
-   g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferFisher, BufferSignal);
+//--- Force strict chronological indexing for state-safety on input price arrays
+   ArraySetAsSeries(time,  false);
+   ArraySetAsSeries(open,  false);
+   ArraySetAsSeries(high,  false);
+   ArraySetAsSeries(low,   false);
+   ArraySetAsSeries(close, false);
+
+//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
+   long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
+
+//--- Delegate calculations dynamically to support volume-weighted types (VWMA) on the Signal Line
+   if(volume_limit > 0)
+     {
+      g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferFisher, BufferSignal);
+     }
+   else
+     {
+      g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferFisher, BufferSignal);
+     }
+
    return(rates_total);
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+