diff --git a/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.mq5
index 56abf0e..b3279b0 100644
--- a/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.mq5
+++ b/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.mq5
@@ -1,10 +1,9 @@
 //+------------------------------------------------------------------+
 //|                                           RSI_Adaptive_Pro.mq5   |
 //|                                          Copyright 2025, xxxxxxxx|
-//|                                                                  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "1.00"
+#property version   "2.00" // Added Adaptive Source Selection
 #property description "Adaptive RSI with a variable period based on market volatility."
 
 #property indicator_separate_window
@@ -30,6 +29,9 @@ input group                     "Adaptive RSI Settings"
 input int                       InpPivotalPeriod = 14; // The central RSI period
 input int                       InpVolaShort     = 5;  // Short period for volatility measurement
 input int                       InpVolaLong      = 10; // Long period for volatility averaging
+// NEW: Adaptive Source
+input ENUM_ADAPTIVE_SOURCE_RSI  InpAdaptiveSource= ADAPTIVE_SOURCE_RSI_STANDARD;
+
 input group                     "Price Source"
 input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice   = PRICE_CLOSE_STD;
 
@@ -51,7 +53,7 @@ int OnInit()
       g_calculator = new CAdaptiveRSICalculator();
 
    if(CheckPointer(g_calculator) == POINTER_INVALID ||
-      !g_calculator.Init(InpPivotalPeriod, InpVolaShort, InpVolaLong))
+      !g_calculator.Init(InpPivotalPeriod, InpVolaShort, InpVolaLong, InpAdaptiveSource))
      {
       Print("Failed to create or initialize Adaptive RSI Calculator.");
       return(INIT_FAILED);
@@ -68,12 +70,12 @@ int OnInit()
 void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
 
 //+------------------------------------------------------------------+
-int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
+int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
   {
    if(CheckPointer(g_calculator) == POINTER_INVALID)
       return 0;
    ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
-   g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferRSI);
+   g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferRSI);
    return(rates_total);
   }
 //+------------------------------------------------------------------+