diff --git a/Include/MyIncludes/RSI_Adaptive_Calculator.mqh b/Include/MyIncludes/RSI_Adaptive_Calculator.mqh
new file mode 100644
index 0000000..0aabd11
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+++ b/Include/MyIncludes/RSI_Adaptive_Calculator.mqh
@@ -0,0 +1,202 @@
+//+------------------------------------------------------------------+
+//|                                     RSI_Adaptive_Calculator.mqh  |
+//|      Engine for a variable-length RSI (Dynamic Momentum Index).  |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+class CAdaptiveRSICalculator
+  {
+protected:
+   int               m_pivotal_period, m_vola_short, m_vola_long;
+   double            m_price[];
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CAdaptiveRSICalculator(void) {};
+   virtual          ~CAdaptiveRSICalculator(void) {};
+
+   bool              Init(int pivotal_p, int vola_s, int vola_l);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                               double &rsi_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class CAdaptiveRSICalculator_HA : public CAdaptiveRSICalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+==================================================================+
+//|                 METHOD IMPLEMENTATIONS                           |
+//+==================================================================+
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l)
+  {
+   m_pivotal_period = (pivotal_p < 2) ? 2 : pivotal_p;
+   m_vola_short = (vola_s < 1) ? 1 : vola_s;
+   m_vola_long = (vola_l <= m_vola_short) ? m_vola_short + 1 : vola_l;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CAdaptiveRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                                       double &rsi_buffer[])
+  {
+   if(rates_total <= m_vola_long + m_pivotal_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   double vola_sum[], vola_avg[], nsp_buffer[];
+   ArrayResize(vola_sum, rates_total);
+   ArrayResize(vola_avg, rates_total);
+   ArrayResize(nsp_buffer, rates_total);
+
+//--- Step 1: Calculate Volatility Ratio and Adaptive Period (NSP)
+   for(int i = m_vola_short; i < rates_total; i++)
+     {
+      for(int j = 0; j < m_vola_short; j++)
+         vola_sum[i] += MathAbs(m_price[i-j] - m_price[i-j-1]);
+     }
+   for(int i = m_vola_short + m_vola_long - 1; i < rates_total; i++)
+     {
+      double sum_of_sums = 0;
+      for(int j = 0; j < m_vola_long; j++)
+         sum_of_sums += vola_sum[i-j];
+      vola_avg[i] = sum_of_sums / m_vola_long;
+
+      double vola_ratio = (vola_avg[i] > 0.000001) ? vola_sum[i] / vola_avg[i] : 1.0;
+
+      int period = (int)round(m_pivotal_period / vola_ratio);
+      nsp_buffer[i] = fmax(2, fmin(m_pivotal_period * 2, period)); // Clamp period to a reasonable range
+     }
+
+//--- Step 2: Calculate Simple RSI using the adaptive period
+   for(int i = m_vola_long + m_pivotal_period; i < rates_total; i++)
+     {
+      int current_nsp = (int)nsp_buffer[i];
+      if(i < current_nsp)
+         continue;
+
+      double sum_pos = 0, sum_neg = 0;
+      for(int j = 0; j < current_nsp; j++)
+        {
+         double diff = m_price[i-j] - m_price[i-j-1];
+         if(diff > 0)
+            sum_pos += diff;
+         else
+            sum_neg -= diff;
+        }
+
+      if(sum_pos + sum_neg > 0.000001)
+         rsi_buffer[i] = 100.0 * sum_pos / (sum_pos + sum_neg);
+      else
+         rsi_buffer[i] = 50.0;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CAdaptiveRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   if(ArraySize(m_price) != rates_total)
+      if(ArrayResize(m_price, rates_total) != rates_total)
+         return false;
+
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   ArrayResize(ha_low, rates_total);
+   ArrayResize(ha_close, rates_total);
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+   if(ArraySize(m_price) != rates_total)
+      if(ArrayResize(m_price, rates_total) != rates_total)
+         return false;
+
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+