diff --git a/Include/MyIncludes/DSMA_Calculator.mqh b/Include/MyIncludes/DSMA_Calculator.mqh
index 85d9bfb..a1db53b 100644
--- a/Include/MyIncludes/DSMA_Calculator.mqh
+++ b/Include/MyIncludes/DSMA_Calculator.mqh
@@ -1,6 +1,7 @@
 //+------------------------------------------------------------------+
 //|                                             DSMA_Calculator.mqh  |
 //|      Calculation engine for the John Ehlers' DSMA.               |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,26 +9,33 @@
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 1: CDSMACalculator (Base Class)                |
-//|                                                                  |
 //+==================================================================+
 class CDSMACalculator
   {
 protected:
    int               m_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[]);
+   //--- Persistent Buffers for Incremental Calculation
+   double            m_price[];
+   double            m_zeros[]; // Zeros oscillator
+   double            m_filt[];  // Smoothed Zeros
+
+   //--- 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[]);
 
 public:
                      CDSMACalculator(void) {};
    virtual          ~CDSMACalculator(void) {};
 
    bool              Init(int period);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &dsma_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 &dsma_buffer[]);
   };
 
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CDSMACalculator::Init(int period)
   {
@@ -36,160 +44,198 @@ bool CDSMACalculator::Init(int period)
   }
 
 //+------------------------------------------------------------------+
-void CDSMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &dsma_buffer[])
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CDSMACalculator::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 &dsma_buffer[])
   {
    if(rates_total < m_period + 2)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
-      return;
 
-// --- Intermediate buffers ---
-   double zeros_buffer[], filt_buffer[];
-   ArrayResize(zeros_buffer, rates_total);
-   ArrayResize(filt_buffer, rates_total);
+//--- 1. Determine Start Index
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
 
-// --- Step 1: Calculate "Zeros" oscillator ---
-   for(int i = 2; i < rates_total; i++)
+//--- 2. Resize Buffers
+   if(ArraySize(m_price) != rates_total)
      {
-      zeros_buffer[i] = m_price[i] - m_price[i-2];
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_zeros, rates_total);
+      ArrayResize(m_filt, rates_total);
      }
 
-// --- Step 2: Smooth "Zeros" with a SuperSmoother ---
-// Coefficients for SuperSmoother with Period/2
+//--- 3. Prepare Price (Optimized)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+//--- 4. Calculate "Zeros" oscillator (Incremental)
+   int loop_start_zeros = MathMax(2, start_index);
+
+   for(int i = loop_start_zeros; i < rates_total; i++)
+     {
+      m_zeros[i] = m_price[i] - m_price[i-2];
+     }
+
+//--- 5. Smooth "Zeros" with a SuperSmoother (Incremental)
    int    ss_period = m_period / 2;
-   double arg = 1.414 * M_PI / ss_period;
+   double arg = M_SQRT2 * M_PI / ss_period;
    double a1 = exp(-arg);
    double b1 = 2.0 * a1 * cos(arg);
    double c2 = b1;
    double c3 = -a1 * a1;
    double c1 = 1.0 - c2 - c3;
 
-   double filt1=0, filt2=0; // Previous values for SuperSmoother
-   for(int i = 2; i < rates_total; i++)
+   int loop_start_filt = MathMax(2, start_index);
+
+   if(loop_start_filt == 2)
      {
-      filt_buffer[i] = c1 * (zeros_buffer[i] + zeros_buffer[i-1]) / 2.0 + c2 * filt1 + c3 * filt2;
-      filt2 = filt1;
-      filt1 = filt_buffer[i];
+      m_filt[0] = 0;
+      m_filt[1] = 0;
      }
 
-// --- Steps 3-6: Calculate RMS, Alpha, and final DSMA ---
-   double dsma_prev = 0;
-   for(int i = m_period + 1; i < rates_total; i++)
+   for(int i = loop_start_filt; i < rates_total; i++)
+     {
+      // Recursive calculation using persistent buffer [i-1], [i-2]
+      m_filt[i] = c1 * (m_zeros[i] + m_zeros[i-1]) / 2.0 + c2 * m_filt[i-1] + c3 * m_filt[i-2];
+     }
+
+//--- 6. Calculate DSMA (Incremental)
+   int loop_start_dsma = MathMax(m_period + 1, start_index);
+
+   if(prev_calculated == 0)
+     {
+      // Initialize first value
+      dsma_buffer[m_period] = m_price[m_period];
+     }
+
+   for(int i = loop_start_dsma; i < rates_total; i++)
      {
       // Step 3: Compute RMS (Standard Deviation)
-      double rms = 0;
+      // Optimization: For large periods, a sliding window sum of squares would be faster.
+      // But for standard periods (40), a loop is acceptable.
+      double sum_sq = 0;
       for(int j = 0; j < m_period; j++)
         {
-         rms += filt_buffer[i-j] * filt_buffer[i-j];
+         sum_sq += m_filt[i-j] * m_filt[i-j];
         }
-      rms = sqrt(rms / m_period);
+      double rms = sqrt(sum_sq / m_period);
 
-      // Step 4: Rescale Filt in terms of Standard Deviations
+      // Step 4: Rescale Filt
       double scaled_filt = 0;
       if(rms != 0)
-         scaled_filt = filt_buffer[i] / rms;
+         scaled_filt = m_filt[i] / rms;
 
       // Step 5: Calculate adaptive alpha
       double alpha1 = fabs(scaled_filt) * 5.0 / m_period;
-      // Clamp alpha to prevent instability
+
+      // Clamp alpha
       if(alpha1 > 1.0)
          alpha1 = 1.0;
-      if(alpha1 < 2.0 / (m_period + 1.0))
-         alpha1 = 2.0 / (m_period + 1.0); // Prevent it from being too slow
+      // Prevent it from being too slow (optional, but recommended by Ehlers)
+      // if(alpha1 < 2.0 / (m_period + 1.0)) alpha1 = 2.0 / (m_period + 1.0);
 
-      // Step 6: Calculate final DSMA value
-      if(i == m_period + 1)
-         dsma_prev = m_price[i]; // Initialize first value
-      dsma_buffer[i] = alpha1 * m_price[i] + (1.0 - alpha1) * dsma_prev;
-      dsma_prev = dsma_buffer[i];
+      // Step 6: Calculate final DSMA value (Recursive EMA)
+      // Use dsma_buffer[i-1] which is persistent
+      dsma_buffer[i] = alpha1 * m_price[i] + (1.0 - alpha1) * dsma_buffer[i-1];
      }
   }
 
 //+------------------------------------------------------------------+
-bool CDSMACalculator::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 CDSMACalculator::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: CDSMACalculator_HA (Heikin Ashi)            |
 //+==================================================================+
 class CDSMACalculator_HA : public CDSMACalculator
   {
 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, 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;
   };
 
 //+------------------------------------------------------------------+
-bool CDSMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CDSMACalculator_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[])
   {
-   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)
+   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;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+