diff --git a/Include/MyIncludes/VIDYA_Adaptive_RSI_Calculator.mqh b/Include/MyIncludes/VIDYA_Adaptive_RSI_Calculator.mqh
new file mode 100644
index 0000000..3c18b3f
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+++ b/Include/MyIncludes/VIDYA_Adaptive_RSI_Calculator.mqh
@@ -0,0 +1,237 @@
+//+------------------------------------------------------------------+
+//|                                VIDYA_Adaptive_RSI_Calculator.mqh |
+//|      VIDYA calculation using Adaptive RSI as volatility index.   |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\RSI_Adaptive_Calculator.mqh>
+
+//+==================================================================+
+//|           CLASS 1: CVIDYAAdaptiveRSICalculator (Base)            |
+//+==================================================================+
+class CVIDYAAdaptiveRSICalculator
+  {
+protected:
+   int               m_ema_period;
+
+   //--- Composition
+   CAdaptiveRSICalculator *m_arsi_engine;
+
+   //--- Persistent Buffers
+   double            m_price[];
+   double            m_arsi_buffer[]; // Stores Adaptive RSI
+
+   virtual void      CreateEngine(void);
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CVIDYAAdaptiveRSICalculator(void);
+   virtual          ~CVIDYAAdaptiveRSICalculator(void);
+
+   bool              Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, int ema_p);
+
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &vidya_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CVIDYAAdaptiveRSICalculator::CVIDYAAdaptiveRSICalculator(void)
+  {
+   m_arsi_engine = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CVIDYAAdaptiveRSICalculator::~CVIDYAAdaptiveRSICalculator(void)
+  {
+   if(CheckPointer(m_arsi_engine) != POINTER_INVALID)
+      delete m_arsi_engine;
+  }
+
+//+------------------------------------------------------------------+
+//| Factory Method                                                   |
+//+------------------------------------------------------------------+
+void CVIDYAAdaptiveRSICalculator::CreateEngine(void)
+  {
+   m_arsi_engine = new CAdaptiveRSICalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CVIDYAAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, int ema_p)
+  {
+   m_ema_period = (ema_p < 1) ? 1 : ema_p;
+
+   CreateEngine();
+   if(CheckPointer(m_arsi_engine) == POINTER_INVALID || !m_arsi_engine.Init(pivotal_p, vola_s, vola_l, adapt_src))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CVIDYAAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+      double &vidya_buffer[])
+  {
+// Minimum bars check (approximate)
+   if(rates_total <= m_ema_period + 20)
+      return;
+
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
+
+// Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_arsi_buffer, rates_total);
+     }
+
+// 1. Prepare Price (for VIDYA calculation)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+// 2. Calculate Adaptive RSI (Delegated)
+// The engine handles its own price preparation for RSI calculation
+   m_arsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_arsi_buffer);
+
+// 3. Calculate VIDYA (Incremental Loop)
+   double alpha = 2.0 / (m_ema_period + 1.0);
+
+// Start where we have valid ARSI data (approximate, ARSI engine handles safety inside)
+// We need to start loop early enough to catch up, but respect array bounds
+   int loop_start = MathMax(1, start_index);
+
+// Initialization for the very first bar
+   if(loop_start == 1)
+     {
+      vidya_buffer[0] = m_price[0];
+     }
+
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      // Volatility factor: distance from 50 (0..50), normalized to 0..1
+      // ARSI is 0..100
+      double rsi_volatility = MathAbs(m_arsi_buffer[i] - 50.0) / 50.0;
+
+      // Recursive calculation
+      // VIDYA = Alpha * Vola * Price + (1 - Alpha * Vola) * VIDYA[i-1]
+      double k = alpha * rsi_volatility;
+      vidya_buffer[i] = k * m_price[i] + (1.0 - k) * vidya_buffer[i-1];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Standard)                                         |
+//+------------------------------------------------------------------+
+bool CVIDYAAdaptiveRSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (high[i] + low[i]) / 2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
+            break;
+         default:
+            m_price[i] = close[i];
+            break;
+        }
+     }
+   return true;
+  }
+
+//+==================================================================+
+//|           CLASS 2: CVIDYAAdaptiveRSICalculator_HA                |
+//+==================================================================+
+class CVIDYAAdaptiveRSICalculator_HA : public CVIDYAAdaptiveRSICalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
+protected:
+   virtual void      CreateEngine(void) override;
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Factory Override                                                 |
+//+------------------------------------------------------------------+
+void CVIDYAAdaptiveRSICalculator_HA::CreateEngine(void)
+  {
+   m_arsi_engine = new CAdaptiveRSICalculator_HA();
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Heikin Ashi)                                      |
+//+------------------------------------------------------------------+
+bool CVIDYAAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   if(ArraySize(m_ha_open) != rates_total)
+     {
+      ArrayResize(m_ha_open, rates_total);
+      ArrayResize(m_ha_high, rates_total);
+      ArrayResize(m_ha_low, rates_total);
+      ArrayResize(m_ha_close, rates_total);
+     }
+
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = m_ha_close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+