diff --git a/Include/MyIncludes/Laguerre_Adaptive_Channel_Calculator.mqh b/Include/MyIncludes/Laguerre_Adaptive_Channel_Calculator.mqh
new file mode 100644
index 0000000..7bfc5ba
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+++ b/Include/MyIncludes/Laguerre_Adaptive_Channel_Calculator.mqh
@@ -0,0 +1,280 @@
+//+------------------------------------------------------------------+
+//|                             Laguerre_Adaptive_Channel_Calculator.mqh |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.10" // Upgraded with dedicated ENUM_CHANNEL_WIDTH_METHOD for strict type safety
+#property description "Stateful calculator implementing volatility bands around Adaptive Laguerre Filter."
+
+#ifndef LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
+#define LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
+
+#include <MyIncludes\Laguerre_Adaptive_Filter_Calculator.mqh>
+#include <MyIncludes\ATR_Calculator.mqh>
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//--- Dedicated Channel Volatility Width enum to prevent dimensionless metrics (like ER) from causing UI confusion
+enum ENUM_CHANNEL_WIDTH_METHOD
+  {
+   WIDTH_METHOD_ATR,              // Average True Range (ATR Keltner-style)
+   WIDTH_METHOD_STAND_DEV         // Standard Deviation (StDev Bollinger-style)
+  };
+
+//+==================================================================+
+//|             CLASS: CLaguerreAdaptiveChannelCalculator            |
+//+==================================================================+
+class CLaguerreAdaptiveChannelCalculator
+  {
+private:
+   ENUM_CHANNEL_WIDTH_METHOD          m_width_method;
+   int                                m_width_period;
+   double                             m_multiplier;
+   bool                               m_is_ha;
+
+   CLaguerreAdaptiveFilterCalculator *m_baseline_calc;
+   CATRCalculator                    *m_atr_calc;
+
+   //--- Persistent State Registers
+   double                             m_baseline_buffer[];
+   double                             m_vol_buffer[];
+   double                             m_price[];
+
+   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:
+                     CLaguerreAdaptiveChannelCalculator(void);
+                    ~CLaguerreAdaptiveChannelCalculator(void);
+
+   bool                               Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max,
+                                           ENUM_CHANNEL_WIDTH_METHOD width_method, int width_period, double multiplier, bool is_ha);
+
+   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 &baseline_buffer[], double &upper_buffer[], double &lower_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CLaguerreAdaptiveChannelCalculator::CLaguerreAdaptiveChannelCalculator(void)
+   : m_width_method(WIDTH_METHOD_ATR),
+     m_width_period(10),
+     m_multiplier(2.0),
+     m_is_ha(false),
+     m_baseline_calc(NULL),
+     m_atr_calc(NULL)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CLaguerreAdaptiveChannelCalculator::~CLaguerreAdaptiveChannelCalculator(void)
+  {
+   if(CheckPointer(m_baseline_calc) != POINTER_INVALID)
+      delete m_baseline_calc;
+   if(CheckPointer(m_atr_calc) != POINTER_INVALID)
+      delete m_atr_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Init (Strict Type Safety Enforced)                               |
+//+------------------------------------------------------------------+
+bool CLaguerreAdaptiveChannelCalculator::Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max,
+      ENUM_CHANNEL_WIDTH_METHOD width_method, int width_period, double multiplier, bool is_ha)
+  {
+   m_width_method = width_method;
+   m_width_period = (width_period < 2) ? 2 : width_period;
+   m_multiplier   = (multiplier <= 0.0) ? 1.0 : multiplier;
+   m_is_ha        = is_ha;
+
+   if(CheckPointer(m_baseline_calc) != POINTER_INVALID)
+     {
+      delete m_baseline_calc;
+      m_baseline_calc = NULL;
+     }
+   if(CheckPointer(m_atr_calc) != POINTER_INVALID)
+     {
+      delete m_atr_calc;
+      m_atr_calc = NULL;
+     }
+
+// Instantiate Baseline Calculator
+   m_baseline_calc = new CLaguerreAdaptiveFilterCalculator();
+   if(CheckPointer(m_baseline_calc) == POINTER_INVALID ||
+      !m_baseline_calc.Init(method, adaptive_period, gamma_min, gamma_max, m_is_ha))
+      return false;
+
+// Instantiate ATR Width Calculator if selected
+   if(m_width_method == WIDTH_METHOD_ATR)
+     {
+      if(m_is_ha)
+         m_atr_calc = new CATRCalculator_HA();
+      else
+         m_atr_calc = new CATRCalculator();
+
+      if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_width_period, ATR_POINTS))
+         return false;
+     }
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate                                                        |
+//+------------------------------------------------------------------+
+void CLaguerreAdaptiveChannelCalculator::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 &baseline_buffer[], double &upper_buffer[], double &lower_buffer[])
+  {
+   int required_bars = MathMax(m_width_period * 2, 20) + 5;
+   if(rates_total < required_bars)
+      return;
+
+//--- Resize state buffers and enforce chronological safety
+   if(ArraySize(m_baseline_buffer) != rates_total)
+     {
+      ArrayResize(m_baseline_buffer, rates_total);
+      ArrayResize(m_vol_buffer,      rates_total);
+      ArrayResize(m_price,           rates_total);
+
+      ArraySetAsSeries(m_baseline_buffer, false);
+      ArraySetAsSeries(m_vol_buffer,      false);
+      ArraySetAsSeries(m_price,           false);
+     }
+
+//--- 1. Calculate Adaptive Baseline (Filter Mean)
+   m_baseline_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_baseline_buffer);
+
+//--- 2. Calculate Channel Volatility Width (ATR or Standard Deviation)
+   if(m_width_method == WIDTH_METHOD_ATR)
+     {
+      // Refactored CATRCalculator v3.00 call
+      m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_vol_buffer);
+     }
+   else // WIDTH_METHOD_STAND_DEV (Bollinger Band Style volatility width)
+     {
+      int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+      if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+         return;
+
+      int loop_start = MathMax(m_width_period - 1, start_index);
+      if(loop_start == m_width_period - 1)
+        {
+         for(int i = 0; i < loop_start; i++)
+            m_vol_buffer[i] = 0.0;
+        }
+
+      for(int i = loop_start; i < rates_total; i++)
+        {
+         double sum = 0.0;
+         for(int j = 0; j < m_width_period; j++)
+            sum += m_price[i - j];
+         double mean = sum / m_width_period;
+
+         double sum_sq = 0.0;
+         for(int j = 0; j < m_width_period; j++)
+            sum_sq += pow(m_price[i - j] - mean, 2);
+
+         m_vol_buffer[i] = sqrt(sum_sq / m_width_period);
+        }
+     }
+
+//--- 3. Calculate Upper and Lower bands around Baseline
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+   for(int i = start; i < rates_total; i++)
+     {
+      baseline_buffer[i] = m_baseline_buffer[i];
+      upper_buffer[i]    = m_baseline_buffer[i] + m_multiplier * m_vol_buffer[i];
+      lower_buffer[i]    = m_baseline_buffer[i] - m_multiplier * m_vol_buffer[i];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price Series                                             |
+//+------------------------------------------------------------------+
+bool CLaguerreAdaptiveChannelCalculator::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(m_is_ha)
+     {
+      static CHeikinAshi_Calculator ha_calc;
+      static double ha_open[], ha_high[], ha_low[], ha_close[];
+      if(ArraySize(ha_open) != rates_total)
+        {
+         ArrayResize(ha_open,  rates_total);
+         ArrayResize(ha_high,  rates_total);
+         ArrayResize(ha_low,   rates_total);
+         ArrayResize(ha_close, rates_total);
+         ArraySetAsSeries(ha_open,  false);
+         ArraySetAsSeries(ha_high,  false);
+         ArraySetAsSeries(ha_low,   false);
+         ArraySetAsSeries(ha_close, false);
+        }
+
+      ha_calc.Calculate(rates_total, start_index, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+      for(int i = start_index; i < rates_total; i++)
+        {
+         switch(price_type)
+           {
+            case PRICE_OPEN:
+               m_price[i] = ha_open[i];
+               break;
+            case PRICE_HIGH:
+               m_price[i] = ha_high[i];
+               break;
+            case PRICE_LOW:
+               m_price[i] = ha_low[i];
+               break;
+            case PRICE_MEDIAN:
+               m_price[i] = (ha_high[i] + ha_low[i]) * 0.5;
+               break;
+            case PRICE_TYPICAL:
+               m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
+               break;
+            case PRICE_WEIGHTED:
+               m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i] * 2.0) * 0.25;
+               break;
+            default:
+               m_price[i] = ha_close[i];
+               break;
+           }
+        }
+     }
+   else
+     {
+      for(int i = start_index; i < rates_total; i++)
+        {
+         switch(price_type)
+           {
+            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]) * 0.5;
+               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] + close[i] * 2.0) * 0.25;
+               break;
+            default:
+               m_price[i] = close[i];
+               break;
+           }
+        }
+     }
+   return true;
+  }
+
+#endif // LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
+//+------------------------------------------------------------------+