diff --git a/Include/MyIncludes/VWMA_Calculator.mqh b/Include/MyIncludes/VWMA_Calculator.mqh
new file mode 100644
index 0000000..a63a74f
--- /dev/null
+++ b/Include/MyIncludes/VWMA_Calculator.mqh
@@ -0,0 +1,191 @@
+//+------------------------------------------------------------------+
+//|                                           VWMA_Calculator.mqh    |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.20" // Optimized for incremental calculation
+#property description "Volume-Weighted Moving Average (VWMA) Math Engine"
+
+#ifndef VWMA_CALCULATOR_MQH
+#define VWMA_CALCULATOR_MQH
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|             CLASS: CVWMA_Calculator                              |
+//+==================================================================+
+class CVWMA_Calculator
+  {
+protected:
+   int               m_period;
+   double            m_price[];
+   double            m_volume[];
+
+   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:
+                     CVWMA_Calculator(void) : m_period(20) {};
+   virtual          ~CVWMA_Calculator(void) {};
+
+   bool              Init(int period);
+
+   //--- Core math execution with passed volume array
+   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[], const long &volume[], double &output_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CVWMA_Calculator::Init(int period)
+  {
+   m_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate (Incremental sliding calculation)                      |
+//+------------------------------------------------------------------+
+void CVWMA_Calculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &output_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+
+   int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
+
+//--- Maintain internal buffer synchronization
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_volume, rates_total);
+     }
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+//--- Cast and cache volume data locally
+   for(int i = start_index; i < rates_total; i++)
+     {
+      m_volume[i] = (double)volume[i];
+     }
+
+//--- Define boundaries for O(1) incremental update
+   int start_pos = m_period - 1;
+   int loop_start = MathMax(start_pos, start_index);
+
+//--- VWMA Calculation Loop
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      double sum_pv = 0;
+      double sum_v = 0;
+      for(int j = 0; j < m_period; j++)
+        {
+         double v = m_volume[i - j];
+         sum_pv += m_price[i - j] * v;
+         sum_v  += v;
+        }
+      output_buffer[i] = (sum_v > 0) ? (sum_pv / sum_v) : m_price[i];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CVWMA_Calculator::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] + 2.0 * close[i]) / 4.0;
+            break;
+         default:
+            m_price[i] = close[i];
+            break;
+        }
+     }
+   return true;
+  }
+
+//+==================================================================+
+//|             CLASS: CVWMA_Calculator_HA                           |
+//+==================================================================+
+class CVWMA_Calculator_HA : public CVWMA_Calculator
+  {
+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 CVWMA_Calculator_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] + 2.0 * m_ha_close[i]) / 4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
+     }
+   return true;
+  }
+
+#endif // VWMA_CALCULATOR_MQH
+//+------------------------------------------------------------------+