diff --git a/Include/MyIncludes/Bollinger_ATR_Oscillator_Calculator.mqh b/Include/MyIncludes/Bollinger_ATR_Oscillator_Calculator.mqh
index 2f859d3..b1084a4 100644
--- a/Include/MyIncludes/Bollinger_ATR_Oscillator_Calculator.mqh
+++ b/Include/MyIncludes/Bollinger_ATR_Oscillator_Calculator.mqh
@@ -1,16 +1,21 @@
 //+------------------------------------------------------------------+
 //|                               Bollinger_ATR_Oscillator_Calculator.mqh|
-//|   Calculation engine for Standard and Heikin Ashi BB ATR Osc.    |
+//|      VERSION 2.20: Full incremental support with selectable ATR src.|
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
+//--- Define the Enum here locally
+enum ENUM_ATR_SOURCE
+  {
+   ATR_SOURCE_STANDARD,    // Calculate ATR from standard candles
+   ATR_SOURCE_HEIKIN_ASHI  // Calculate ATR from Heikin Ashi candles
+  };
+
 //+==================================================================+
-//|                                                                  |
 //|      CLASS 1: CBollingerATROscillatorCalculator (Standard)       |
-//|                                                                  |
 //+==================================================================+
 class CBollingerATROscillatorCalculator
   {
@@ -18,196 +23,277 @@ protected:
    int               m_atr_period;
    int               m_bb_period;
    double            m_bb_dev;
+   ENUM_ATR_SOURCE   m_atr_source;
 
+   //--- Persistent Buffers
    double            m_price[];
    double            m_atr_buffer[];
    double            m_ma_buffer[];
    double            m_upper_band[];
    double            m_lower_band[];
+   double            m_tr[];
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   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[]);
+
+   //--- Core logic separated to allow passing different High/Low/Close arrays
+   void              CalculateCore(int rates_total, int start_index, const double &high[], const double &low[], const double &close[], double &osc_out[]);
 
 public:
                      CBollingerATROscillatorCalculator(void) {};
    virtual          ~CBollingerATROscillatorCalculator(void) {};
 
-   bool              Init(int atr_p, int bb_p, double bb_dev);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+   bool              Init(int atr_p, int bb_p, double bb_dev, ENUM_ATR_SOURCE atr_src);
+
+   virtual 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 &osc_out[]);
   };
 
 //+------------------------------------------------------------------+
-//| CBollingerATROscillatorCalculator: Initialization                |
+//| Init                                                             |
 //+------------------------------------------------------------------+
-bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev)
+bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev, ENUM_ATR_SOURCE atr_src)
   {
    m_atr_period = (atr_p < 1) ? 1 : atr_p;
    m_bb_period = (bb_p < 1) ? 1 : bb_p;
    m_bb_dev = bb_dev;
+   m_atr_source = atr_src;
    return true;
   }
 
 //+------------------------------------------------------------------+
-//| CBollingerATROscillatorCalculator: Main Calculation Method       |
+//| Main Calculate (Standard)                                        |
 //+------------------------------------------------------------------+
-void CBollingerATROscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+void CBollingerATROscillatorCalculator::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 &osc_out[])
   {
    int start_pos = MathMax(m_atr_period, m_bb_period);
    if(rates_total <= start_pos)
       return;
 
-   ArrayResize(m_price, rates_total);
-   ArrayResize(m_atr_buffer, rates_total);
-   ArrayResize(m_ma_buffer, rates_total);
-   ArrayResize(m_upper_band, rates_total);
-   ArrayResize(m_lower_band, rates_total);
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
 
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+// Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_atr_buffer, rates_total);
+      ArrayResize(m_ma_buffer, rates_total);
+      ArrayResize(m_upper_band, rates_total);
+      ArrayResize(m_lower_band, rates_total);
+      ArrayResize(m_tr, rates_total);
+     }
+
+// Prepare Price (Standard) - Fills m_price for BB calculation
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-//--- Step 1: Calculate ATR (always on standard candles)
-   double tr[];
-   ArrayResize(tr, rates_total);
-   for(int i = 1; i < rates_total; i++)
-      tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
+// Call Core with Standard Arrays for ATR
+   CalculateCore(rates_total, start_index, high, low, close, osc_out);
+  }
 
-   for(int i = m_atr_period; i < rates_total; i++)
+//+------------------------------------------------------------------+
+//| Core Calculation Logic (ATR + BB + Osc)                          |
+//+------------------------------------------------------------------+
+void CBollingerATROscillatorCalculator::CalculateCore(int rates_total, int start_index, const double &high[], const double &low[], const double &close[], double &osc_out[])
+  {
+//--- 1. Calculate ATR (Incremental)
+   int loop_start_atr = MathMax(m_atr_period, start_index);
+
+// TR Calculation
+   int tr_start = (start_index < 1) ? 1 : start_index;
+   for(int i = tr_start; i < rates_total; i++)
+      m_tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
+
+   for(int i = loop_start_atr; i < rates_total; i++)
      {
       if(i == m_atr_period)
         {
          double sum=0;
          for(int j=1; j<=m_atr_period; j++)
-            sum+=tr[j];
+            sum+=m_tr[j];
          m_atr_buffer[i]=sum/m_atr_period;
         }
       else
-         m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
+         m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + m_tr[i]) / m_atr_period;
      }
 
-//--- Step 2: Calculate Bollinger Bands components (on prepared price)
-   for(int i = m_bb_period - 1; i < rates_total; i++)
+//--- 2. Calculate Bollinger Bands (Incremental)
+// Uses m_price which is already prepared by PreparePriceSeries
+   int loop_start_bb = MathMax(m_bb_period - 1, start_index);
+
+   for(int i = loop_start_bb; i < rates_total; i++)
      {
+      // SMA
       double sum = 0;
       for(int j = 0; j < m_bb_period; j++)
          sum += m_price[i-j];
       m_ma_buffer[i] = sum / m_bb_period;
-     }
-   for(int i = m_bb_period - 1; i < rates_total; i++)
-     {
-      double std_dev_val = 0, sum_sq = 0;
+
+      // StdDev
+      double sum_sq = 0;
       for(int j = 0; j < m_bb_period; j++)
          sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
-      std_dev_val = sqrt(sum_sq / m_bb_period);
+      double std_dev = sqrt(sum_sq / m_bb_period);
 
-      m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev_val;
-      m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev_val;
+      m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev;
+      m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev;
      }
 
-//--- Step 3: Calculate the final Oscillator value
-   for(int i = start_pos; i < rates_total; i++)
+//--- 3. Calculate Oscillator
+   int start_pos = MathMax(m_atr_period, m_bb_period);
+   int loop_start_osc = MathMax(start_pos, start_index);
+
+   for(int i = loop_start_osc; i < rates_total; i++)
      {
       double bb_diff = m_upper_band[i] - m_lower_band[i];
       if(bb_diff != 0)
          osc_out[i] = m_atr_buffer[i] / bb_diff;
+      else
+         osc_out[i] = 0;
      }
   }
 
 //+------------------------------------------------------------------+
-//| CBollingerATROscillatorCalculator: Prepares the source price.    |
+//| Prepare Price (Standard)                                         |
 //+------------------------------------------------------------------+
-bool CBollingerATROscillatorCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CBollingerATROscillatorCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-//--- Corrected: Added all price types
-   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: CBollingerATROscillatorCalculator_HA (Heikin Ashi) |
-//|                                                                  |
+//|             CLASS 2: CBollingerATROscillatorCalculator_HA        |
 //+==================================================================+
 class CBollingerATROscillatorCalculator_HA : public CBollingerATROscillatorCalculator
   {
 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[]);
+   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;
+
+public:
+   virtual 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 &osc_out[]) override;
   };
 
 //+------------------------------------------------------------------+
-//| CBollingerATROscillatorCalculator_HA: Prepares the source price. |
+//| Prepare Price (Heikin Ashi)                                      |
 //+------------------------------------------------------------------+
-bool CBollingerATROscillatorCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CBollingerATROscillatorCalculator_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);
-
-//--- Corrected: The HA version now also uses the selected price type from the HA candles
-   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;
   }
+
 //+------------------------------------------------------------------+
+//| Calculate (HA Override)                                          |
+//+------------------------------------------------------------------+
+void CBollingerATROscillatorCalculator_HA::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 &osc_out[])
+  {
+   int start_pos = MathMax(m_atr_period, m_bb_period);
+   if(rates_total <= start_pos)
+      return;
+
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+// Resize Buffers (Same as base)
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_atr_buffer, rates_total);
+      ArrayResize(m_ma_buffer, rates_total);
+      ArrayResize(m_upper_band, rates_total);
+      ArrayResize(m_lower_band, rates_total);
+      ArrayResize(m_tr, rates_total);
+     }
+
+// 1. Prepare HA Data (and m_price for BB)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+// 2. Call Core with Selected Arrays for ATR
+   if(m_atr_source == ATR_SOURCE_HEIKIN_ASHI)
+     {
+      // Use HA arrays for ATR
+      CalculateCore(rates_total, start_index, m_ha_high, m_ha_low, m_ha_close, osc_out);
+     }
+   else
+     {
+      // Use Standard arrays for ATR (Hybrid mode)
+      CalculateCore(rates_total, start_index, high, low, close, osc_out);
+     }
+  }
 //+------------------------------------------------------------------+