diff --git a/Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_Pro.mq5
index e321c9c..f2be894 100644
--- a/Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_Pro.mq5
+++ b/Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_Pro.mq5
@@ -1,10 +1,9 @@
 //+------------------------------------------------------------------+
 //|                                     Stochastic_Adaptive_Pro.mq5  |
 //|                                          Copyright 2025, xxxxxxxx|
-//|                                                                  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "1.00"
+#property version   "2.00" // Refactored to use MovingAverage_Engine
 #property description "Frank Key's Variable-Length Stochastic, using Kaufman's ER."
 #property description "Dynamically adjusts its period based on market trendiness."
 
@@ -37,11 +36,15 @@ input group                     "Adaptive Settings"
 input int                       InpErPeriod      = 10; // Efficiency Ratio Period
 input int                       InpMinStochPeriod= 5;  // Minimum Stochastic Period
 input int                       InpMaxStochPeriod= 30; // Maximum Stochastic Period
+
 input group                     "Stochastic & Price Settings"
 input int                       InpSlowingPeriod = 3;
+// UPDATED: Use ENUM_MA_TYPE
+input ENUM_MA_TYPE              InpSlowingMAType = SMA;
 input int                       InpDPeriod       = 3;
-input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice   = PRICE_CLOSE_STD;
+// UPDATED: Use ENUM_MA_TYPE
 input ENUM_MA_TYPE              InpDMAType       = SMA;
+input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice   = PRICE_CLOSE_STD;
 
 //--- Indicator Buffers ---
 double    BufferK[], BufferD[];
@@ -63,7 +66,7 @@ int OnInit()
       g_calculator = new CStochasticAdaptiveCalculator();
 
    if(CheckPointer(g_calculator) == POINTER_INVALID ||
-      !g_calculator.Init(InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpDPeriod, InpDMAType))
+      !g_calculator.Init(InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType))
      {
       Print("Failed to create or initialize Adaptive Stochastic Calculator.");
       return(INIT_FAILED);
@@ -82,12 +85,28 @@ int OnInit()
 void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
 
 //+------------------------------------------------------------------+
-int OnCalculate(const int rates_total, const int, 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(CheckPointer(g_calculator) == POINTER_INVALID)
       return 0;
-   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
-   g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferK, BufferD);
+
+   ENUM_APPLIED_PRICE price_type;
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
+      price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
+   else
+      price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
+
+   g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferK, BufferD);
+
    return(rates_total);
   }
 //+------------------------------------------------------------------+