diff --git a/Include/MyIncludes/VIDYA_RSI_Calculator.mqh b/Include/MyIncludes/VIDYA_RSI_Calculator.mqh
index 0b40e49..25d56d9 100644
--- a/Include/MyIncludes/VIDYA_RSI_Calculator.mqh
+++ b/Include/MyIncludes/VIDYA_RSI_Calculator.mqh
@@ -1,70 +1,126 @@
 //+------------------------------------------------------------------+
 //|                                         VIDYA_RSI_Calculator.mqh |
-//|         Calculation engine for VIDYA based on RSI.               |
+//|      VERSION 2.00: Integrated with RSI Engine.                   |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
+#include <MyIncludes\RSI_Pro_Calculator.mqh>
 
+//+==================================================================+
+//|             CLASS 1: CVIDYARSICalculator (Base Class)            |
 //+==================================================================+
 class CVIDYARSICalculator
   {
 protected:
    int               m_rsi_period, m_ema_period;
-   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[]);
+   //--- Composition: Use dedicated RSI engine
+   CRSIProCalculator *m_rsi_calculator;
+
+   //--- Persistent Buffers
+   double            m_price[];
+   double            m_rsi_buffer[]; // Internal buffer for RSI values
+
+   //--- Updated: Accepts start_index
+   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[]);
+
+   //--- Factory Method for RSI Engine
+   virtual void      CreateRSIEngine(void);
 
 public:
-                     CVIDYARSICalculator(void) {};
-   virtual          ~CVIDYARSICalculator(void) {};
+                     CVIDYARSICalculator(void);
+   virtual          ~CVIDYARSICalculator(void);
 
    bool              Init(int rsi_p, int ema_p);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]);
+
+   //--- Updated: Accepts prev_calculated
+   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                                                      |
+//+------------------------------------------------------------------+
+CVIDYARSICalculator::CVIDYARSICalculator(void)
+  {
+   m_rsi_calculator = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CVIDYARSICalculator::~CVIDYARSICalculator(void)
+  {
+   if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
+      delete m_rsi_calculator;
+  }
+
+//+------------------------------------------------------------------+
+//| Factory Method                                                   |
+//+------------------------------------------------------------------+
+void CVIDYARSICalculator::CreateRSIEngine(void)
+  {
+   m_rsi_calculator = new CRSIProCalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CVIDYARSICalculator::Init(int rsi_p, int ema_p)
   {
    m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
    m_ema_period = (ema_p < 1) ? 1 : ema_p;
+
+   CreateRSIEngine();
+// Init RSI with dummy MA params (1, SMA, 2.0) as we only need the RSI line
+   if(CheckPointer(m_rsi_calculator) == POINTER_INVALID || !m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0))
+      return false;
+
    return true;
   }
 
 //+------------------------------------------------------------------+
-void CVIDYARSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[])
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CVIDYARSICalculator::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[])
   {
    int start_pos = m_rsi_period + m_ema_period;
    if(rates_total <= start_pos)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+// Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+   if(ArraySize(m_rsi_buffer) != rates_total)
+      ArrayResize(m_rsi_buffer, rates_total);
+
+// 1. Prepare Price (for VIDYA calculation)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-   double rsi_buffer[];
-   ArrayResize(rsi_buffer, rates_total);
+// 2. Calculate RSI (Delegated to Engine)
+// Note: RSI engine handles its own price preparation internally!
+// We pass the raw OHLC arrays and price_type.
+   double dummy1[], dummy2[], dummy3[];
+   m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
+                              m_rsi_buffer, dummy1, dummy2, dummy3);
 
-//--- STEP 1: Calculate RSI (Wilder's smoothing) - Logic from RSI_Pro_Calculator
-   double sum_pos = 0, sum_neg = 0;
-   for(int i = 1; i < rates_total; i++)
-     {
-      double diff = m_price[i] - m_price[i-1];
-      sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
-      sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
-      if(i >= m_rsi_period)
-        {
-         if(sum_neg > 0)
-            rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
-         else
-            rsi_buffer[i] = 100.0;
-        }
-     }
-
-//--- STEP 2: Calculate VIDYA using RSI as volatility factor
+// 3. Calculate VIDYA (Incremental Loop)
    double alpha = 2.0 / (m_ema_period + 1.0);
-   for(int i = 1; i < rates_total; i++)
+   int loop_start = MathMax(start_pos, start_index);
+
+   for(int i = loop_start; i < rates_total; i++)
      {
-      if(i == start_pos)
+      if(i == start_pos) // Initialization
         {
          double sum=0;
          for(int j=0; j<m_ema_period; j++)
@@ -72,101 +128,124 @@ void CVIDYARSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_ty
          vidya_buffer[i]=sum/m_ema_period;
          continue;
         }
-      if(i > start_pos)
-        {
-         //--- CRITICAL: Create volatility factor from RSI's distance from 50
-         double rsi_volatility = MathAbs(rsi_buffer[i] - 50.0) / 50.0;
-         vidya_buffer[i] = m_price[i] * alpha * rsi_volatility + vidya_buffer[i-1] * (1 - alpha * rsi_volatility);
-        }
+
+      // Use pre-calculated RSI from buffer
+      // Volatility factor: distance from 50 (0..50), normalized to 0..1
+      double rsi_volatility = MathAbs(m_rsi_buffer[i] - 50.0) / 50.0;
+
+      // Recursive calculation uses vidya_buffer[i-1] which is persistent
+      vidya_buffer[i] = m_price[i] * alpha * rsi_volatility + vidya_buffer[i-1] * (1 - alpha * rsi_volatility);
      }
   }
 
-// ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a VIDYA_Calculator-ban) ...
-bool CVIDYARSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//+------------------------------------------------------------------+
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CVIDYARSICalculator::PreparePriceSeries(int rates_total, int start_index, 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)
+   for(int i = start_index; i < rates_total; i++)
      {
-      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++)
+      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:
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_TYPICAL:
             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;
+            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: CVIDYARSICalculator_HA (Heikin Ashi)        |
+//+==================================================================+
 class CVIDYARSICalculator_HA : public CVIDYARSICalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
 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;
+   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;
+   virtual void      CreateRSIEngine(void) override;
   };
+
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Factory Method for HA RSI Engine                                 |
 //+------------------------------------------------------------------+
-bool CVIDYARSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+void CVIDYARSICalculator_HA::CreateRSIEngine(void)
   {
-   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)
+   m_rsi_calculator = new CRSIProCalculator_HA();
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CVIDYARSICalculator_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)
      {
-      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;
+      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;
   }
 //+------------------------------------------------------------------+
+//+------------------------------------------------------------------+