diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Volatility_Adaptive_Pro.md b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Volatility_Adaptive_Pro.md
new file mode 100644
index 0000000..cd52e2b
--- /dev/null
+++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Volatility_Adaptive_Pro.md
@@ -0,0 +1,54 @@
+# Laguerre RSI Volatility-Adaptive Pro
+
+## 1. Summary (Introduction)
+
+> **Part of the Laguerre Indicator Family**
+>
+> This indicator is the companion oscillator to the [Laguerre Filter Volatility-Adaptive Pro](./Laguerre_Filter_Volatility_Adaptive_Pro.md). It applies the same volatility-based adaptation logic to the Laguerre RSI.
+
+The `Laguerre_RSI_Volatility_Adaptive_Pro` is a highly responsive momentum oscillator. Unlike standard oscillators that use a fixed speed, this indicator **dynamically adjusts its sensitivity** based on market volatility.
+
+* **During Breakouts (High Volatility):** The indicator detects the surge in price movement and automatically increases its speed. This allows the RSI to reach overbought/oversold levels much faster, confirming the strength of the move.
+* **During Consolidation (Low Volatility):** The indicator slows down, smoothing out noise and reducing false signals in choppy markets.
+
+This creates an oscillator that is perfectly synchronized with the market's "pulse," providing sharp, timely signals exactly when they are needed.
+
+## 2. Mathematical Foundations and Calculation Logic
+
+The indicator shares its adaptive engine with the Volatility-Adaptive Filter.
+
+### Calculation Steps (Algorithm)
+
+1. **Calculate Adaptive Alpha:** The indicator first calculates the volatility-based `alpha` (gamma) using the same logic as the filter:
+    * `Diff = Abs(Price - PrevFilter)`
+    * `Mid = Normalize(Diff)`
+    * `Alpha = Median(Mid)`
+2. **Apply to Laguerre RSI:** This dynamic `Alpha` is then used to update the four internal components (`L0`...`L3`) of the Laguerre RSI.
+3. **Calculate RSI:** The final RSI value is derived from these components:
+    * $\text{RSI}_i = 100 \times \frac{cu}{cu + cd}$
+4. **Signal Line:** An optional signal line (SMA, EMA, etc.) is calculated on the final RSI values.
+
+## 3. MQL5 Implementation Details
+
+* **Dedicated Calculator (`Laguerre_RSI_Volatility_Calculator.mqh`):** The logic is encapsulated in a specialized engine that maintains its own state. It runs a parallel "shadow" filter solely to calculate the volatility `alpha`, ensuring the RSI reacts independently of any other indicator on the chart.
+* **Optimized Incremental Calculation:** The indicator employs a sophisticated incremental algorithm with persistent buffers, ensuring **O(1) complexity** per tick.
+* **Heikin Ashi Integration:** Fully supports calculation on Heikin Ashi data via the `_HA` class.
+
+## 4. Parameters
+
+* **Volatility Settings:**
+  * **`InpPeriod1`:** The lookback period for determining the range of the price difference. Default: **20**.
+  * **`InpPeriod2`:** The lookback period for smoothing the calculated alpha. Default: **5**.
+* **Signal Line Settings:**
+  * **`InpDisplayMode`:** Toggle signal line visibility.
+  * **`InpSignalPeriod`:** Period for the signal line.
+  * **`InpSignalMAType`:** Type of moving average for the signal line.
+* **Applied Price (`InpSourcePrice`):** The source price for the calculation.
+
+## 5. Usage and Interpretation
+
+This oscillator is designed for traders who need speed and precision.
+
+* **Rapid Reversals:** Because the indicator speeds up during volatility, it can identify "V-shaped" reversals very effectively. A sharp cross out of the overbought (80) or oversold (20) zone is a high-probability signal.
+* **Trend Strength:** In a strong trend, the indicator will pin to the extreme (0 or 100) and stay there. This is not a sell signal; it confirms that volatility is high and the trend is strong.
+* **Signal Line Cross:** The addition of a signal line allows for classic momentum crossover strategies, but with the added benefit of the adaptive engine filtering out noise during low-volatility periods.