diff --git a/Include/MyIncludes/KAMA_Calculator.mqh b/Include/MyIncludes/KAMA_Calculator.mqh
new file mode 100644
index 0000000..a0cd9ba
--- /dev/null
+++ b/Include/MyIncludes/KAMA_Calculator.mqh
@@ -0,0 +1,177 @@
+//+------------------------------------------------------------------+
+//|                                               KAMA_Calculator.mqh|
+//|      Calculation engine for Kaufman's Adaptive Moving Average.   |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+class CKamaCalculator
+  {
+protected:
+   int               m_er_period;
+   double            m_fastest_sc, m_slowest_sc;
+   double            m_price[];
+   double            m_prev_kama;
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CKamaCalculator(void) : m_prev_kama(0) {};
+   virtual          ~CKamaCalculator(void) {};
+
+   bool              Init(int er_p, int fast_ema_p, int slow_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 &kama_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class CKamaCalculator_HA : public CKamaCalculator
+  {
+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;
+  };
+
+//+==================================================================+
+//|                 METHOD IMPLEMENTATIONS                           |
+//+==================================================================+
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CKamaCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p)
+  {
+   m_er_period = (er_p < 1) ? 1 : er_p;
+   m_fastest_sc = 2.0 / ((fast_ema_p < 1 ? 1 : fast_ema_p) + 1.0);
+   m_slowest_sc = 2.0 / ((slow_ema_p < 1 ? 1 : slow_ema_p) + 1.0);
+   m_prev_kama = 0;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CKamaCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[])
+  {
+   if(rates_total <= m_er_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   int start_pos = m_er_period;
+
+   if(ArraySize(kama_buffer) == 0 || kama_buffer[start_pos-1] == 0)
+     {
+      m_prev_kama = m_price[start_pos-1];
+     }
+
+   for(int i = start_pos; i < rates_total; i++)
+     {
+      double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
+      double volatility = 0;
+      for(int j = 0; j < m_er_period; j++)
+         volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
+
+      double er = (volatility > 0.000001) ? direction / volatility : 0;
+      double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);
+
+      kama_buffer[i] = m_prev_kama + sc * (m_price[i] - m_prev_kama);
+      m_prev_kama = kama_buffer[i];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CKamaCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   if(ArraySize(m_price) != rates_total)
+      if(ArrayResize(m_price, rates_total) != rates_total)
+         return false;
+
+   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;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CKamaCalculator_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);
+
+   if(ArraySize(m_price) != rates_total)
+      if(ArrayResize(m_price, rates_total) != rates_total)
+         return false;
+
+   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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+