diff --git a/Include/MyIncludes/CutlerRSI_Calculator.mqh b/Include/MyIncludes/CutlerRSI_Calculator.mqh
new file mode 100644
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+++ b/Include/MyIncludes/CutlerRSI_Calculator.mqh
@@ -0,0 +1,223 @@
+//+------------------------------------------------------------------+
+//|                                           CutlerRSI_Calculator.mqh|
+//|   Calculation engine for Standard and Heikin Ashi Cutler's RSI.  |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CCutlerRSICalculator (Base Class)             |
+//|                                                                  |
+//+==================================================================+
+class CCutlerRSICalculator
+  {
+protected:
+   int               m_rsi_period;
+   int               m_ma_period;
+   ENUM_MA_METHOD    m_ma_method;
+
+   //--- Internal buffer for the selected source price
+   double            m_price[];
+
+   //--- Virtual method for preparing the price series.
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
+
+public:
+                     CCutlerRSICalculator(void) {};
+   virtual          ~CCutlerRSICalculator(void) {};
+
+   //--- Public methods
+   bool              Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CCutlerRSICalculator: Initialization                             |
+//+------------------------------------------------------------------+
+bool CCutlerRSICalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m)
+  {
+   m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
+   m_ma_period  = (ma_p < 1) ? 1 : ma_p;
+   m_ma_method  = ma_m;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CCutlerRSICalculator: Main Calculation Method (Shared Logic)     |
+//+------------------------------------------------------------------+
+void CCutlerRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[])
+  {
+   if(rates_total <= m_rsi_period)
+      return;
+
+//--- STEP 1: Prepare the source price array (delegated to virtual method)
+   if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
+      return;
+
+//--- STEP 2: Calculate Cutler's RSI (SMA-based) using a sliding window sum
+   double sum_pos = 0, sum_neg = 0;
+   for(int i = 1; i < rates_total; i++)
+     {
+      double diff = m_price[i] - m_price[i-1];
+      double pos_change = (diff > 0) ? diff : 0;
+      double neg_change = (diff < 0) ? -diff : 0;
+
+      sum_pos += pos_change;
+      sum_neg += neg_change;
+
+      if(i > m_rsi_period)
+        {
+         double old_diff = m_price[i - m_rsi_period] - m_price[i - m_rsi_period - 1];
+         sum_pos -= (old_diff > 0) ? old_diff : 0;
+         sum_neg -= (old_diff < 0) ? -old_diff : 0;
+        }
+
+      if(i >= m_rsi_period)
+        {
+         if(sum_pos + sum_neg > 0)
+           {
+            // The division by period cancels out, so we can use sums directly
+            double rs = sum_pos / sum_neg;
+            rsi_buffer[i] = 100.0 - (100.0 / (1.0 + rs));
+           }
+         else
+           {
+            rsi_buffer[i] = 100.0;
+           }
+        }
+     }
+
+//--- STEP 3: Calculate the Signal Line (MA of Cutler's RSI)
+   int ma_start_pos = m_rsi_period + m_ma_period - 1;
+   for(int i = ma_start_pos; i < rates_total; i++)
+     {
+      switch(m_ma_method)
+        {
+         case MODE_EMA:
+         case MODE_SMMA:
+            if(i == ma_start_pos)
+              {
+               double sum=0;
+               for(int j=0; j<m_ma_period; j++)
+                  sum+=rsi_buffer[i-j];
+               signal_buffer[i] = sum/m_ma_period;
+              }
+            else
+              {
+               if(m_ma_method == MODE_EMA)
+                 {
+                  double pr=2.0/(m_ma_period+1.0);
+                  signal_buffer[i] = rsi_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
+                 }
+               else
+                  signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+rsi_buffer[i])/m_ma_period;
+              }
+            break;
+         case MODE_LWMA:
+           {double lwma_sum=0, weight_sum=0; for(int j=0; j<m_ma_period; j++) {int weight=m_ma_period-j; lwma_sum+=rsi_buffer[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) signal_buffer[i]=lwma_sum/weight_sum;}
+         break;
+         default:
+           {double sum=0; for(int j=0; j<m_ma_period; j++) sum+=rsi_buffer[i-j]; signal_buffer[i] = sum/m_ma_period;}
+         break;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CCutlerRSICalculator: Prepares the standard source price series. |
+//+------------------------------------------------------------------+
+bool CCutlerRSICalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
+  {
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      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]+2*close[i])/4.0;
+         break;
+      default:
+         ArrayCopy(m_price, close, 0, 0, rates_total);
+         break;
+     }
+   return true;
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|         CLASS 2: CCutlerRSICalculator_HA (Heikin Ashi)           |
+//|                                                                  |
+//+==================================================================+
+class CCutlerRSICalculator_HA : public CCutlerRSICalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CCutlerRSICalculator_HA: Prepares the Heikin Ashi source price.  |
+//+------------------------------------------------------------------+
+bool CCutlerRSICalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
+  {
+//--- First, calculate the HA candles
+   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);
+
+//--- Now, populate the m_price array from the calculated HA candles
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      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]+2*ha_close[i])/4.0;
+         break;
+      default:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+