diff --git a/Include/MyIncludes/Butterworth_Calculator.mqh b/Include/MyIncludes/Butterworth_Calculator.mqh
new file mode 100644
index 0000000..ea869c5
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+++ b/Include/MyIncludes/Butterworth_Calculator.mqh
@@ -0,0 +1,180 @@
+//+------------------------------------------------------------------+
+//|                                     Butterworth_Calculator.mqh   |
+//|      Calculation engine for the John Ehlers' Butterworth Filter. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+enum ENUM_BUTTERWORTH_POLES
+  {
+   POLES_TWO = 2,
+   POLES_THREE = 3
+  };
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CButterworthCalculator (Base Class)           |
+//|                                                                  |
+//+==================================================================+
+class CButterworthCalculator
+  {
+protected:
+   int                     m_period;
+   ENUM_BUTTERWORTH_POLES  m_poles;
+   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:
+                     CButterworthCalculator(void) {};
+   virtual          ~CButterworthCalculator(void) {};
+
+   bool              Init(int period, ENUM_BUTTERWORTH_POLES poles);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles)
+  {
+   m_period = (period < 2) ? 2 : period;
+   m_poles = poles;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CButterworthCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+// --- State variables for recursive calculation ---
+   double f1=0, f2=0, f3=0; // f[1], f[2], f[3]
+
+   if(m_poles == POLES_TWO)
+     {
+      // --- Calculate coefficients for 2-pole filter ---
+      double a = exp(-1.414 * M_PI / m_period);
+      double b = 2.0 * a * cos(1.414 * M_PI / m_period); // MQL5 cos uses radians
+      double c1 = (1.0 - b + a*a) / 4.0;
+
+      for(int i = 2; i < rates_total; i++)
+        {
+         double current_f = b * f1 - a * a * f2 + c1 * (m_price[i] + 2.0 * m_price[i-1] + m_price[i-2]);
+         filter_buffer[i] = current_f;
+         // Update state
+         f2 = f1;
+         f1 = current_f;
+        }
+     }
+   else // POLES_THREE
+     {
+      // --- Calculate coefficients for 3-pole filter ---
+      double a = exp(-M_PI / m_period);
+      double b = 2.0 * a * cos(1.738 * M_PI / m_period); // MQL5 cos uses radians
+      double c = a * a;
+      double c1 = (1.0 - b + c) * (1.0 - c) / 8.0;
+
+      for(int i = 3; i < rates_total; i++)
+        {
+         double current_f = (b + c) * f1 - (c + b*c) * f2 + c*c * f3 + c1 * (m_price[i] + 3.0 * m_price[i-1] + 3.0 * m_price[i-2] + m_price[i-3]);
+         filter_buffer[i] = current_f;
+         // Update state
+         f3 = f2;
+         f2 = f1;
+         f1 = current_f;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CButterworthCalculator::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 CButterworthCalculator_HA : public CButterworthCalculator
+  {
+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 CButterworthCalculator_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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+