diff --git a/Indicators/MyIndicators/AMA_TrendActivity_Pro.mq5 b/Indicators/MyIndicators/AMA_TrendActivity_Pro.mq5
index 730daf6..bc192c9 100644
--- a/Indicators/MyIndicators/AMA_TrendActivity_Pro.mq5
+++ b/Indicators/MyIndicators/AMA_TrendActivity_Pro.mq5
@@ -3,7 +3,7 @@
 //|                                          Copyright 2025, xxxxxxxx|
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "2.10" // Optimized for incremental calculation
+#property version   "3.00" // Refactored to use Composition Pattern
 #property description "Measures the trend activity (slope) of an AMA line using Arctan normalization."
 #property description "Selectable price source (Standard or Heikin Ashi) for both AMA and ATR calculations."
 
@@ -27,6 +27,7 @@ input int                       InpAmaPeriod     = 10;
 input int                       InpFastEmaPeriod = 2;
 input int                       InpSlowEmaPeriod = 30;
 input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice   = PRICE_CLOSE_STD;
+
 input group                     "Activity Calculation Settings"
 input int                       InpAtrPeriod     = 14;
 input int                       InpSmoothingPeriod = 5;
@@ -34,7 +35,7 @@ input int                       InpSmoothingPeriod = 5;
 //--- Indicator Buffers ---
 double    BufferActivity[];
 
-//--- Global calculator object (as a base class pointer) ---
+//--- Global calculator object ---
 CActivityCalculator *g_calculator;
 
 //+------------------------------------------------------------------+
@@ -46,25 +47,25 @@ int OnInit()
    SetIndexBuffer(0, BufferActivity, INDICATOR_DATA);
    ArraySetAsSeries(BufferActivity, false);
 
-//--- Dynamically create the appropriate calculator instance
-   if(InpSourcePrice <= PRICE_HA_CLOSE) // Heikin Ashi source selected
-     {
-      g_calculator = new CActivityCalculator_HA();
-      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA Activity HA(%d,%d,%d)", InpAmaPeriod, InpAtrPeriod, InpSmoothingPeriod));
-     }
-   else // Standard price source selected
-     {
-      g_calculator = new CActivityCalculator();
-      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA Activity(%d,%d,%d)", InpAmaPeriod, InpAtrPeriod, InpSmoothingPeriod));
-     }
+//--- Create the calculator instance
+   g_calculator = new CActivityCalculator();
 
-//--- Check if creation was successful and initialize
-   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAmaPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpAtrPeriod, InpSmoothingPeriod))
+//--- Determine if Heikin Ashi is needed
+   bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
+
+//--- Initialize the calculator
+//--- Note: We pass 'use_ha' here, and the calculator handles the sub-engines internally.
+   if(CheckPointer(g_calculator) == POINTER_INVALID ||
+      !g_calculator.Init(InpAmaPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpAtrPeriod, InpSmoothingPeriod, use_ha))
      {
       Print("Failed to create or initialize Activity Calculator object.");
       return(INIT_FAILED);
      }
 
+//--- Set Short Name
+   string type = use_ha ? " HA" : "";
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA Activity%s(%d,%d,%d)", type, InpAmaPeriod, InpAtrPeriod, InpSmoothingPeriod));
+
 //--- Set indicator display properties
    int draw_begin = InpAmaPeriod + InpAtrPeriod + InpSmoothingPeriod;
    PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
@@ -99,16 +100,18 @@ int OnCalculate(const int rates_total,
                 const long &volume[],
                 const int &spread[])
   {
+//--- Ensure the calculator object is valid
    if(CheckPointer(g_calculator) == POINTER_INVALID)
       return 0;
 
+//--- Convert our custom enum to the standard ENUM_APPLIED_PRICE
    ENUM_APPLIED_PRICE price_type;
    if(InpSourcePrice <= PRICE_HA_CLOSE)
       price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
    else
       price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
 
-//--- Delegate calculation with prev_calculated optimization
+//--- Delegate the calculation with incremental optimization
    g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferActivity);
 
    return(rates_total);