diff --git a/Include/MyIncludes/MADH_Calculator.mqh b/Include/MyIncludes/MADH_Calculator.mqh
new file mode 100644
index 0000000..b6beae8
--- /dev/null
+++ b/Include/MyIncludes/MADH_Calculator.mqh
@@ -0,0 +1,179 @@
+//+------------------------------------------------------------------+
+//|                                              MADH_Calculator.mqh |
+//|      Calculation engine for the John Ehlers' MADH indicator.     |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CMADHCalculator (Base Class)                |
+//|                                                                  |
+//+==================================================================+
+class CMADHCalculator
+  {
+protected:
+   int               m_short_len;
+   int               m_dom_cycle;
+   double            m_price[];
+
+   // Helper function to calculate a Hann-windowed Moving Average
+   double            CalcHWMA(int position, int period, const double &price_array[]);
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CMADHCalculator(void) {};
+   virtual          ~CMADHCalculator(void) {};
+
+   bool              Init(int short_len, int dom_cycle);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CMADHCalculator::Init(int short_len, int dom_cycle)
+  {
+   m_short_len = (short_len < 1) ? 1 : short_len;
+   m_dom_cycle = (dom_cycle < 1) ? 1 : dom_cycle;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Helper function to calculate a Hann-windowed Moving Average      |
+//+------------------------------------------------------------------+
+double CMADHCalculator::CalcHWMA(int position, int period, const double &price_array[])
+  {
+   if(position < period - 1)
+      return 0.0;
+
+   double sum = 0;
+   double coef_sum = 0;
+
+   for(int i = 0; i < period; i++)
+     {
+      // Ehlers' code uses count from 1 to Length, accessing Close[count-1].
+      // This corresponds to i from 0 to period-1, accessing price[position-i].
+      double weight = 1.0 - cos(2 * M_PI * (i + 1.0) / (period + 1.0));
+      sum += weight * price_array[position - i];
+      coef_sum += weight;
+     }
+
+   if(coef_sum > 0)
+      return sum / coef_sum;
+
+   return 0.0;
+  }
+
+//+------------------------------------------------------------------+
+void CMADHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_buffer[])
+  {
+   int long_len = m_short_len + (int)round(m_dom_cycle / 2.0);
+   if(rates_total < long_len)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   for(int i = long_len - 1; i < rates_total; i++)
+     {
+      // Step 1 & 2: Calculate the two HWMA filters
+      double filt1 = CalcHWMA(i, m_short_len, m_price);
+      double filt2 = CalcHWMA(i, long_len, m_price);
+
+      // Step 3: Calculate the final MADH value
+      if(filt2 != 0)
+        {
+         madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CMADHCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   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;
+  }
+
+//+==================================================================+
+class CMADHCalculator_HA : public CMADHCalculator
+  {
+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;
+  };
+
+//+------------------------------------------------------------------+
+bool CMADHCalculator_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);
+   ArrayResize(m_price, rates_total);
+   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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+