diff --git a/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh b/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh
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+++ b/Include/MyIncludes/MovingAverage_Anchored_Engine.mqh
@@ -0,0 +1,494 @@
+//+------------------------------------------------------------------+
+//|                                  MovingAverage_Anchored_Engine.mqh|
+//|      Perry Kaufman & Welles Wilder Dynamic Anchored MA Engine.   |
+//|      VERSION 1.10: Fixed missing standard Calculate body         |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.10" // Fully implemented both standard and volume-based Calculate bodies
+
+#ifndef MOVING_AVERAGE_ANCHORED_ENGINE_MQH
+#define MOVING_AVERAGE_ANCHORED_ENGINE_MQH
+
+#include <MyIncludes\MovingAverage_Engine.mqh>
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//--- Anchored Reset Period Enum
+#ifndef ENUM_ANCHOR_PERIOD_DEFINED
+#define ENUM_ANCHOR_PERIOD_DEFINED
+enum ENUM_ANCHOR_PERIOD
+  {
+   ANCHOR_NONE,           // Standard rolling window (InpPeriod)
+   ANCHOR_SESSION,        // Reset every day (Daily VWAP style)
+   ANCHOR_WEEK,           // Reset every week (Weekly VWAP style)
+   ANCHOR_MONTH,          // Reset every month (Monthly VWAP style)
+   ANCHOR_CUSTOM_SESSION  // Reset based on custom broker-time range
+  };
+#endif
+
+//+==================================================================+
+//|             CLASS 1: CMovingAverageAnchoredCalculator            |
+//+==================================================================+
+class CMovingAverageAnchoredCalculator
+  {
+protected:
+   int               m_period;
+   ENUM_MA_TYPE      m_ma_type;
+   ENUM_ANCHOR_PERIOD m_anchor;
+
+   //--- Dynamic pricing & volume buffers
+   double                    m_price[];
+   double                    m_volume[];
+   double                    m_ma_internal[];  // Seamless internal continuous MA state buffer
+   int                       m_anchor_start[]; // Stateful anchor start tracker per bar
+   int                       m_period_idx[];   // Stateful session index tracker (odd/even) per bar
+
+   //--- Temp buffers for dynamic DEMA/TEMA/TMA calculations
+   double                    m_temp_ema1[];
+   double                    m_temp_ema2[];
+   double                    m_temp_ema3[];
+
+   // Custom session times
+   int               m_start_hour, m_start_min;
+   int               m_end_hour, m_end_min;
+
+   bool              IsTimeInSession(datetime time_val);
+   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[]);
+
+   // Helper for dynamic EMA calculation on any array (O(1) complexity)
+   double            CalculateDynamicEMA(int idx, int active_p, double val, double &ema_array[]);
+
+public:
+                     CMovingAverageAnchoredCalculator(void);
+   virtual          ~CMovingAverageAnchoredCalculator(void) {};
+
+   bool              Init(int period, ENUM_MA_TYPE ma_type, ENUM_ANCHOR_PERIOD anchor, string custom_start="09:00", string custom_end="18:00");
+
+   //--- Standard Calculate without Volume
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+                               const datetime &time[],
+                               const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &ma_odd[], double &ma_even[]);
+
+   //--- Overloaded Calculate with Volume (for VWMA support)
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+                               const datetime &time[],
+                               const double &open[], const double &high[], const double &low[], const double &close[],
+                               const long &volume[],
+                               double &ma_odd[], double &ma_even[]);
+
+   //--- Getter for anchor start index (O(1) complexity)
+   int               GetAnchorStart(int index) const { return m_anchor_start[index]; }
+   int               GetPeriod(void) const { return m_period; }
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CMovingAverageAnchoredCalculator::CMovingAverageAnchoredCalculator(void) :
+   m_period(20), m_ma_type(SMA), m_anchor(ANCHOR_SESSION), m_start_hour(9), m_start_min(0), m_end_hour(18), m_end_min(0)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CMovingAverageAnchoredCalculator::Init(int period, ENUM_MA_TYPE ma_type, ENUM_ANCHOR_PERIOD anchor, string custom_start, string custom_end)
+  {
+   m_period  = (period < 1) ? 1 : period;
+   m_ma_type = ma_type;
+   m_anchor  = anchor;
+
+   string parts[];
+   if(StringSplit(custom_start, ':', parts) == 2)
+     {
+      m_start_hour = (int)StringToInteger(parts[0]);
+      m_start_min  = (int)StringToInteger(parts[1]);
+     }
+   if(StringSplit(custom_end, ':', parts) == 2)
+     {
+      m_end_hour = (int)StringToInteger(parts[0]);
+      m_end_min  = (int)StringToInteger(parts[1]);
+     }
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| IsTimeInSession                                                  |
+//+------------------------------------------------------------------+
+bool CMovingAverageAnchoredCalculator::IsTimeInSession(datetime time_val)
+  {
+   MqlDateTime dt;
+   TimeToStruct(time_val, dt);
+   int current_min = dt.hour * 60 + dt.min;
+   int start_total = m_start_hour * 60 + m_start_min;
+   int end_total   = m_end_hour * 60 + m_end_min;
+
+   if(end_total < start_total) // Overlapping midnight session
+     {
+      return (current_min >= start_total || current_min < end_total);
+     }
+   else
+     {
+      return (current_min >= start_total && current_min < end_total);
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate EMA on the fly (Dynamic smoothing constant)            |
+//+------------------------------------------------------------------+
+double CMovingAverageAnchoredCalculator::CalculateDynamicEMA(int idx, int active_p, double val, double &ema_array[])
+  {
+   double pr = 2.0 / (double)(active_p + 1.0);
+   if(idx == m_anchor_start[idx] || ema_array[idx-1] == EMPTY_VALUE || ema_array[idx-1] == 0)
+      ema_array[idx] = val;
+   else
+      ema_array[idx] = val * pr + ema_array[idx-1] * (1.0 - pr);
+   return ema_array[idx];
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate (Standard - No Volume) (FIXED: Added continuous body) |
+//+------------------------------------------------------------------+
+void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+      const datetime &time[],
+      const double &open[], const double &high[], const double &low[], const double &close[],
+      double &ma_odd[], double &ma_even[])
+  {
+   long dummy_vol[];
+   ArrayResize(dummy_vol, rates_total);
+   ArrayInitialize(dummy_vol, 1);
+   Calculate(rates_total, prev_calculated, price_type, time, open, high, low, close, dummy_vol, ma_odd, ma_even);
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate (Overloaded - With Volume for VWMA)                    |
+//+------------------------------------------------------------------+
+void CMovingAverageAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+      const datetime &time[],
+      const double &open[], const double &high[], const double &low[], const double &close[],
+      const long &volume[],
+      double &ma_odd[], double &ma_even[])
+  {
+   if(rates_total < m_period)
+      return;
+
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
+
+// Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_volume, rates_total);
+      ArrayResize(m_ma_internal, rates_total);
+      ArrayResize(m_anchor_start, rates_total);
+      ArrayResize(m_period_idx, rates_total);
+      ArrayResize(m_temp_ema1, rates_total);
+      ArrayResize(m_temp_ema2, rates_total);
+      ArrayResize(m_temp_ema3, rates_total);
+     }
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+   for(int i = start_index; i < rates_total; i++)
+      m_volume[i] = (double)volume[i];
+
+   if(start_index == 0)
+     {
+      m_anchor_start[0] = 0;
+      m_period_idx[0] = 1;
+      m_ma_internal[0] = m_price[0];
+      m_temp_ema1[0] = m_price[0];
+      m_temp_ema2[0] = m_price[0];
+      m_temp_ema3[0] = m_price[0];
+      ma_odd[0] = m_price[0];
+      ma_even[0] = EMPTY_VALUE;
+      start_index = 1;
+     }
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      bool new_period = false;
+
+      switch(m_anchor)
+        {
+         case ANCHOR_SESSION:
+           {
+            MqlDateTime dt_curr, dt_prev;
+            TimeToStruct(time[i], dt_curr);
+            TimeToStruct(time[i-1], dt_prev);
+            if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year)
+               new_period = true;
+            break;
+           }
+         case ANCHOR_WEEK:
+           {
+            MqlDateTime dt_curr, dt_prev;
+            TimeToStruct(time[i], dt_curr);
+            TimeToStruct(time[i-1], dt_prev);
+            if(dt_curr.day_of_week < dt_prev.day_of_week)
+               new_period = true;
+            break;
+           }
+         case ANCHOR_MONTH:
+           {
+            MqlDateTime dt_curr, dt_prev;
+            TimeToStruct(time[i], dt_curr);
+            TimeToStruct(time[i-1], dt_prev);
+            if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
+               new_period = true;
+            break;
+           }
+         case ANCHOR_CUSTOM_SESSION:
+           {
+            MqlDateTime dt_curr, dt_prev;
+            TimeToStruct(time[i], dt_curr);
+            TimeToStruct(time[i-1], dt_prev);
+            int min_curr = dt_curr.hour * 60 + dt_curr.min;
+            int min_prev = dt_prev.hour * 60 + dt_prev.min;
+            int start_min = m_start_hour * 60 + m_start_min;
+            bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year);
+            if(day_changed)
+              {
+               if(min_curr >= start_min)
+                  new_period = true;
+              }
+            else
+              {
+               if(min_prev < start_min && min_curr >= start_min)
+                  new_period = true;
+              }
+            break;
+           }
+         default:
+            break;
+        }
+
+      if(new_period)
+        {
+         m_anchor_start[i] = i;
+         m_period_idx[i] = m_period_idx[i-1] + 1;
+        }
+      else
+        {
+         m_anchor_start[i] = m_anchor_start[i-1];
+         m_period_idx[i] = m_period_idx[i-1];
+        }
+
+      int current_anchor_idx = m_anchor_start[i];
+      int current_period_idx = m_period_idx[i];
+
+      if(i == current_anchor_idx)
+        {
+         m_ma_internal[i] = m_price[i];
+         m_temp_ema1[i] = m_price[i];
+         m_temp_ema2[i] = m_price[i];
+         m_temp_ema3[i] = m_price[i];
+        }
+      else
+        {
+         int elapsed_bars = i - current_anchor_idx + 1;
+         int active_p = MathMin(m_period, elapsed_bars);
+
+         switch(m_ma_type)
+           {
+            case EMA:
+              {
+               m_ma_internal[i] = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
+               break;
+              }
+            case SMMA:
+              {
+               double pr = 1.0 / (double)active_p;
+               m_ma_internal[i] = m_price[i] * pr + m_ma_internal[i-1] * (1.0 - pr);
+               break;
+              }
+            case LWMA:
+              {
+               double sum = 0, w_sum = 0;
+               for(int k = 0; k < active_p; k++)
+                 {
+                  int w = active_p - k;
+                  sum += m_price[i-k] * w;
+                  w_sum += w;
+                 }
+               m_ma_internal[i] = (w_sum > 0) ? (sum / w_sum) : m_price[i];
+               break;
+              }
+            case TMA:
+              {
+               int period1 = (int)ceil((active_p + 1.0) / 2.0);
+               double sum_tp = 0;
+               int count_tp = 0;
+               for(int j = 0; j < period1; j++)
+                 {
+                  sum_tp += m_price[i-j];
+                  count_tp++;
+                 }
+               m_temp_ema1[i] = (count_tp > 0) ? (sum_tp / count_tp) : m_price[i];
+
+               int period2 = active_p - period1 + 1;
+               double sum_f = 0;
+               int count_f = 0;
+               for(int j = 0; j < period2; j++)
+                 {
+                  sum_f += m_temp_ema1[i-j];
+                  count_f++;
+                 }
+               m_ma_internal[i] = (count_f > 0) ? (sum_f / count_f) : m_temp_ema1[i];
+               break;
+              }
+            case DEMA:
+              {
+               double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
+               double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2);
+               m_ma_internal[i] = 2.0 * ema1 - ema2;
+               break;
+              }
+            case TEMA:
+              {
+               double ema1 = CalculateDynamicEMA(i, active_p, m_price[i], m_temp_ema1);
+               double ema2 = CalculateDynamicEMA(i, active_p, ema1, m_temp_ema2);
+               double ema3 = CalculateDynamicEMA(i, active_p, ema2, m_temp_ema3);
+               m_ma_internal[i] = 3.0 * ema1 - 3.0 * ema2 + ema3;
+               break;
+              }
+            case VWMA:
+              {
+               double sum_pv = 0, sum_v = 0;
+               for(int k = 0; k < active_p; k++)
+                 {
+                  sum_pv += m_price[i-k] * m_volume[i-k];
+                  sum_v  += m_volume[i-k];
+                 }
+               m_ma_internal[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
+               break;
+              }
+            default: // SMA
+              {
+               double sum = 0;
+               for(int k = 0; k < active_p; k++)
+                  sum += m_price[i-k];
+               m_ma_internal[i] = sum / active_p;
+               break;
+              }
+           }
+        }
+
+      // Segmented Odd vs Even Parity Output
+      if(current_period_idx % 2 != 0)
+        {
+         ma_odd[i] = m_ma_internal[i];
+         ma_even[i] = EMPTY_VALUE;
+        }
+      else
+        {
+         ma_even[i] = m_ma_internal[i];
+         ma_odd[i] = EMPTY_VALUE;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CMovingAverageAnchoredCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   for(int i = start_index; 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:
+            m_price[i] = (high[i]+low[i]+close[i])/3.0;
+            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: CMovingAverageAnchoredCalculator_HA         |
+//+==================================================================+
+class CMovingAverageAnchoredCalculator_HA : public CMovingAverageAnchoredCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
+protected:
+   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;
+  };
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CMovingAverageAnchoredCalculator_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)
+     {
+      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;
+  }
+
+#endif // MOVING_AVERAGE_ANCHORED_ENGINE_MQH
+//+------------------------------------------------------------------+