diff --git a/Include/MyIncludes/MFI_Calculator.mqh b/Include/MyIncludes/MFI_Calculator.mqh
new file mode 100644
index 0000000..2eba7ca
--- /dev/null
+++ b/Include/MyIncludes/MFI_Calculator.mqh
@@ -0,0 +1,175 @@
+//+------------------------------------------------------------------+
+//|                                               MFI_Calculator.mqh |
+//|         Calculation engine for Standard and Heikin Ashi MFI.     |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CMFICalculator (Base Class)                 |
+//|                                                                  |
+//+==================================================================+
+class CMFICalculator
+  {
+protected:
+   int               m_mfi_period, m_ma_period;
+   ENUM_MA_METHOD    m_ma_method;
+   ENUM_APPLIED_VOLUME m_volume_type;
+   double            m_typical_price[];
+
+   //--- CORRECTED: Added 'open' to signature
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CMFICalculator(void) {};
+   virtual          ~CMFICalculator(void) {};
+
+   bool              Init(int mfi_p, int ma_p, ENUM_MA_METHOD ma_m, ENUM_APPLIED_VOLUME vol_t);
+   //--- CORRECTED: Added 'open' to signature
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[],
+                               double &mfi_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CMFICalculator: Initialization                                   |
+//+------------------------------------------------------------------+
+bool CMFICalculator::Init(int mfi_p, int ma_p, ENUM_MA_METHOD ma_m, ENUM_APPLIED_VOLUME vol_t)
+  {
+   m_mfi_period  = (mfi_p < 1) ? 1 : mfi_p;
+   m_ma_period   = (ma_p < 1) ? 1 : ma_p;
+   m_ma_method   = ma_m;
+   m_volume_type = vol_t;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CMFICalculator: Main Calculation Method (Shared Logic)           |
+//+------------------------------------------------------------------+
+void CMFICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[],
+                               double &mfi_buffer[], double &signal_buffer[])
+  {
+   if(rates_total <= m_mfi_period + m_ma_period)
+      return;
+//--- CORRECTED: Pass 'open' to PreparePriceSeries
+   if(!PreparePriceSeries(rates_total, open, high, low, close))
+      return;
+
+   double pos_mf[], neg_mf[];
+   ArrayResize(pos_mf, rates_total);
+   ArrayResize(neg_mf, rates_total);
+
+   for(int i=1; i<rates_total; i++)
+     {
+      double raw_mf = m_typical_price[i] * ((m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i]);
+      if(m_typical_price[i] > m_typical_price[i-1])
+         pos_mf[i] = raw_mf;
+      else
+         if(m_typical_price[i] < m_typical_price[i-1])
+            neg_mf[i] = raw_mf;
+     }
+
+   double sum_pos = 0, sum_neg = 0;
+   for(int i = 1; i < rates_total; i++)
+     {
+      sum_pos += pos_mf[i];
+      sum_neg += neg_mf[i];
+      if(i > m_mfi_period)
+        {
+         sum_pos -= pos_mf[i - m_mfi_period];
+         sum_neg -= neg_mf[i - m_mfi_period];
+        }
+      if(i >= m_mfi_period)
+        {
+         if(sum_neg > 0)
+           {
+            double ratio = sum_pos / sum_neg;
+            mfi_buffer[i] = 100.0 - (100.0 / (1.0 + ratio));
+           }
+         else
+            mfi_buffer[i] = 100.0;
+        }
+     }
+
+   int ma_start_pos = m_mfi_period + m_ma_period - 1;
+   for(int i = ma_start_pos; i < rates_total; i++)
+     {
+      switch(m_ma_method)
+        {
+         case MODE_EMA:
+         case MODE_SMMA:
+            if(i == ma_start_pos)
+              {
+               double sum=0;
+               for(int j=0; j<m_ma_period; j++)
+                  sum+=mfi_buffer[i-j];
+               signal_buffer[i] = sum/m_ma_period;
+              }
+            else
+              {
+               if(m_ma_method == MODE_EMA)
+                 {
+                  double pr=2.0/(m_ma_period+1.0);
+                  signal_buffer[i] = mfi_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
+                 }
+               else
+                  signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+mfi_buffer[i])/m_ma_period;
+              }
+            break;
+         case MODE_LWMA:
+           {double lwma_sum=0, weight_sum=0; for(int j=0; j<m_ma_period; j++) {int weight=m_ma_period-j; lwma_sum+=mfi_buffer[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) signal_buffer[i]=lwma_sum/weight_sum;}
+         break;
+         default:
+           {double sum=0; for(int j=0; j<m_ma_period; j++) sum+=mfi_buffer[i-j]; signal_buffer[i] = sum/m_ma_period;}
+         break;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CMFICalculator: Prepares the standard source price series.       |
+//+------------------------------------------------------------------+
+bool CMFICalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_typical_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+      m_typical_price[i] = (high[i] + low[i] + close[i]) / 3.0;
+   return true;
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 2: CMFICalculator_HA (Heikin Ashi)               |
+//|                                                                  |
+//+==================================================================+
+class CMFICalculator_HA : public CMFICalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   //--- CORRECTED: Added 'open' to signature
+   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CMFICalculator_HA: Prepares the Heikin Ashi source price.        |
+//+------------------------------------------------------------------+
+bool CMFICalculator_HA::PreparePriceSeries(int rates_total, 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);
+//--- CORRECTED: Pass 'open' to the HA calculator
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+   ArrayResize(m_typical_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+      m_typical_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+