diff --git a/Indicators/MyIndicators/Holt_MA.mq5 b/Indicators/MyIndicators/Holt_MA.mq5
index 43d49d4..c346738 100644
--- a/Indicators/MyIndicators/Holt_MA.mq5
+++ b/Indicators/MyIndicators/Holt_MA.mq5
@@ -1,17 +1,17 @@
 //+------------------------------------------------------------------+
 //|                                                    Holt_MA.mq5   |
 //|                                          Copyright 2025, xxxxxxxx|
-//|                                                                  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "1.00"
+#property version   "2.00"
 #property description "Holt's Linear Trend Method (Double Exponential Smoothing)."
-#property description "Provides a smoothed line with a 1-bar forecast."
 
 #property indicator_chart_window
 #property indicator_buffers 1
 #property indicator_plots   1
 
+#include <MyIncludes\Holt_Calculator.mqh>
+
 //--- Plot 1: Holt MA Forecast Line
 #property indicator_label1  "Holt MA"
 #property indicator_type1   DRAW_LINE
@@ -20,138 +20,14 @@
 #property indicator_width1  2
 
 //--- Input Parameters ---
-input int              InpPeriod      = 20;    // Period for initialization
-input double           InpAlpha       = 0.1;   // Alpha (Level smoothing factor, 0 < a < 1)
-input double           InpBeta        = 0.05;  // Beta (Trend smoothing factor, 0 < b < 1)
-input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; // Source Price
+input int              InpPeriod      = 20;
+input double           InpAlpha       = 0.1;
+input double           InpBeta        = 0.05;
+input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
 
 //--- Indicator Buffers ---
 double    BufferHoltMA[];
 
-//+------------------------------------------------------------------+
-//| CLASS: CHoltMACalculator                                         |
-//| Encapsulates the Double Exponential Smoothing logic.             |
-//+------------------------------------------------------------------+
-class CHoltMACalculator
-  {
-private:
-   //--- Parameters
-   int               m_period;
-   double            m_alpha;
-   double            m_beta;
-
-   //--- Internal calculation buffers
-   double            m_price[];
-   double            m_level[];
-   double            m_trend[];
-   double            m_forecast[];
-
-public:
-                     CHoltMACalculator(void);
-                    ~CHoltMACalculator(void) {};
-
-   bool              Init(int period, double alpha, double beta);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
-                  double &holt_ma_out[]);
-  };
-
-//+------------------------------------------------------------------+
-//| CHoltMACalculator: Constructor                                   |
-//+------------------------------------------------------------------+
-CHoltMACalculator::CHoltMACalculator(void) : m_period(0), m_alpha(0.1), m_beta(0.05)
-  {
-  }
-
-//+------------------------------------------------------------------+
-//| CHoltMACalculator: Initialization                                |
-//+------------------------------------------------------------------+
-bool CHoltMACalculator::Init(int period, double alpha, double beta)
-  {
-   m_period = (period < 2) ? 2 : period;
-
-//--- Constrain alpha and beta to be between 0 and 1
-   m_alpha = (alpha <= 0) ? 0.0001 : (alpha >= 1) ? 0.9999 : alpha;
-   m_beta  = (beta <= 0) ? 0.0001 : (beta >= 1) ? 0.9999 : beta;
-
-   return true;
-  }
-
-//+------------------------------------------------------------------+
-//| CHoltMACalculator: Main Calculation Method                       |
-//+------------------------------------------------------------------+
-void CHoltMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
-                                  double &holt_ma_out[])
-  {
-   if(rates_total < m_period)
-      return;
-
-//--- Resize internal buffers
-   ArrayResize(m_price, rates_total);
-   ArrayResize(m_level, rates_total);
-   ArrayResize(m_trend, rates_total);
-   ArrayResize(m_forecast, rates_total);
-
-//--- Step 1: Prepare the source price series
-   PriceSeries(price_type, rates_total, open, high, low, close, m_price);
-
-//--- Step 2: Robust Initialization of the first Level and Trend
-   m_level[0] = m_price[0];
-   m_trend[0] = m_price[1] - m_price[0]; // Initial trend estimate
-   m_forecast[0] = m_level[0] + m_trend[0];
-   m_forecast[1] = m_forecast[0]; // To avoid zero value at the start
-
-//--- Step 3: Recursive calculation for the rest of the series
-   for(int i = 2; i < rates_total; i++)
-     {
-      //--- Calculate Level
-      m_level[i] = m_alpha * m_price[i] + (1 - m_alpha) * (m_level[i-1] + m_trend[i-1]);
-
-      //--- Calculate Trend
-      m_trend[i] = m_beta * (m_level[i] - m_level[i-1]) + (1 - m_beta) * m_trend[i-1];
-
-      //--- Calculate 1-bar ahead Forecast (this is the plotted line)
-      m_forecast[i] = m_level[i] + m_trend[i];
-     }
-
-//--- Copy final results to the output buffer
-   ArrayCopy(holt_ma_out, m_forecast, 0, 0, rates_total);
-  }
-
-//+------------------------------------------------------------------+
-//| Helper function to get the selected price series.                |
-//+------------------------------------------------------------------+
-void PriceSeries(ENUM_APPLIED_PRICE type, int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dest_buffer[])
-  {
-   switch(type)
-     {
-      case PRICE_CLOSE:
-         ArrayCopy(dest_buffer, close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(dest_buffer, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(dest_buffer, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(dest_buffer, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            dest_buffer[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            dest_buffer[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            dest_buffer[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
-         break;
-     }
-  }
-
-
 //--- Global calculator object ---
 CHoltMACalculator *g_calculator;
 
@@ -163,7 +39,7 @@ int OnInit()
    SetIndexBuffer(0, BufferHoltMA, INDICATOR_DATA);
    ArraySetAsSeries(BufferHoltMA, false);
 
-   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2); // Start drawing from the 3rd bar
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2);
    IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Holt MA(%d, %.2f, %.2f)", InpPeriod, InpAlpha, InpBeta));
 
    g_calculator = new CHoltMACalculator();
@@ -200,7 +76,8 @@ int OnCalculate(const int rates_total,
   {
    if(CheckPointer(g_calculator) != POINTER_INVALID)
      {
-      g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferHoltMA);
+      double dummy_trend[];
+      g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferHoltMA, dummy_trend);
      }
    return(rates_total);
   }