diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
index 5b08e5e..b1d7355 100644
--- a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
+++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
@@ -1,15 +1,16 @@
 //+------------------------------------------------------------------+
-//|                                                      KAMA_Pro.mq5|
-//|                                          Copyright 2025, xxxxxxxx|
+//|                                                         KAMA_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
 //+------------------------------------------------------------------+
-#property copyright "Copyright 2025, xxxxxxxx"
-#property version   "2.10" // Optimized for incremental calculation
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "3.10" // Optimized Single-Line KAMA
 #property description "Perry Kaufman's Adaptive Moving Average (KAMA)."
-#property description "Adapts its speed based on market volatility."
 
 #property indicator_chart_window
 #property indicator_buffers 1
 #property indicator_plots   1
+
+//--- Plot Definition
 #property indicator_label1  "KAMA"
 #property indicator_type1   DRAW_LINE
 #property indicator_color1  clrCrimson
@@ -19,54 +20,72 @@
 #include <MyIncludes\KAMA_Calculator.mqh>
 
 //--- Input Parameters ---
-input int                       InpErPeriod       = 10;    // Efficiency Ratio Period
-input int                       InpFastEmaPeriod  = 2;     // Fastest EMA Period
-input int                       InpSlowEmaPeriod  = 30;    // Slowest EMA Period
-input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;
+input group                     "KAMA Core Settings"
+input int                       InpErPeriod       = 10;                // Efficiency Ratio Period
+input int                       InpFastEmaPeriod  = 2;                 // Fastest EMA Period
+input int                       InpSlowEmaPeriod  = 30;                // Slowest EMA Period
+input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;   // Price Source (Standard / HA)
+
+input group                     "Visual Settings"
+input color                     InpColorKAMA      = clrCrimson;        // Line Color
+input ENUM_LINE_STYLE           InpStyleKAMA      = STYLE_SOLID;       // Line Style
+input int                       InpWidthKAMA      = 2;                 // Line Width
 
 //--- Indicator Buffers ---
-double    BufferKAMA[];
+double BufferKAMA[];
 
-//--- Global calculator object ---
-CKamaCalculator *g_calculator;
+//--- Global Calculator Object ---
+CKamaCalculator *g_calculator = NULL;
 
+//+------------------------------------------------------------------+
+//| OnInit                                                           |
 //+------------------------------------------------------------------+
 int OnInit()
   {
-   SetIndexBuffer(0, BufferKAMA,  INDICATOR_DATA);
-   ArraySetAsSeries(BufferKAMA,  false);
-
-   if(InpSourcePrice <= PRICE_HA_CLOSE)
-     {
-      g_calculator = new CKamaCalculator_HA();
-      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA HA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
-     }
-   else
-     {
-      g_calculator = new CKamaCalculator();
-      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
-     }
-
-   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod))
-     {
-      Print("Failed to initialize KAMA Calculator.");
-      return(INIT_FAILED);
-     }
+   SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferKAMA, false);
+   ArrayInitialize(BufferKAMA, EMPTY_VALUE);
 
+// Configure Visuals
+   PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA);
+   PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
+   PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
    PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
+
    IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
 
+// Initialize Engine
+   g_calculator = new CKamaCalculator();
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice))
+     {
+      Print("Error: Failed to initialize KAMA Calculator.");
+      return INIT_FAILED;
+     }
+
+   string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
+   string short_name = StringFormat("KAMA%s(%d,%d,%d)", ha_tag, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, short_name);
+
    return(INIT_SUCCEEDED);
   }
 
 //+------------------------------------------------------------------+
-void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
+//| OnDeinit                                                         |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+     {
+      delete g_calculator;
+      g_calculator = NULL;
+     }
+  }
 
 //+------------------------------------------------------------------+
-//| Custom indicator calculation function                            |
+//| OnCalculate                                                      |
 //+------------------------------------------------------------------+
 int OnCalculate(const int rates_total,
-                const int prev_calculated, // <--- Now used!
+                const int prev_calculated,
                 const datetime &time[],
                 const double &open[],
                 const double &high[],
@@ -76,17 +95,18 @@ int OnCalculate(const int rates_total,
                 const long &volume[],
                 const int &spread[])
   {
-   if(CheckPointer(g_calculator) == POINTER_INVALID)
+   if(rates_total <= InpErPeriod || CheckPointer(g_calculator) == POINTER_INVALID)
       return 0;
 
-   ENUM_APPLIED_PRICE price_type;
-   if(InpSourcePrice <= PRICE_HA_CLOSE)
-      price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
-   else
-      price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
+// Chronological Safety
+   ArraySetAsSeries(time, false);
+   ArraySetAsSeries(open, false);
+   ArraySetAsSeries(high, false);
+   ArraySetAsSeries(low, false);
+   ArraySetAsSeries(close, false);
 
-//--- Delegate calculation with prev_calculated optimization
-   g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferKAMA);
+// High-Performance Incremental O(1) Calculation
+   g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKAMA);
 
    return(rates_total);
   }