diff --git a/Indicators/MyIndicators/Pascal_WMA.mq5 b/Indicators/MyIndicators/Pascal_WMA.mq5
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+//+------------------------------------------------------------------+
+//|                                                 Pascal_WMA.mq5   |
+//|                                          Copyright 2025, xxxxxxxx|
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property version   "1.00"
+#property description "Pascal's Triangle Weighted Moving Average. A zero-lag smoothing filter."
+
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: Pascal WMA Line
+#property indicator_label1  "Pascal WMA"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrMediumPurple
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+//--- Input Parameters ---
+input int                InpPeriod      = 21;
+input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
+
+//--- Indicator Buffers ---
+double    BufferWMA[];
+double    BufferPrice[];
+
+//+------------------------------------------------------------------+
+//| CLASS: CPascalWMACalculator                                      |
+//| Encapsulates the logic for Pascal's Triangle weighting.          |
+//+------------------------------------------------------------------+
+class CPascalWMACalculator
+  {
+private:
+   int               m_period;
+   double            m_weights[];
+   double            m_weight_sum;
+
+public:
+                     CPascalWMACalculator(void);
+                    ~CPascalWMACalculator(void) {};
+
+   bool              Init(int period);
+   void              Calculate(int rates_total, const double &price_src[], double &wma_out[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CPascalWMACalculator: Constructor                                |
+//+------------------------------------------------------------------+
+CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| CPascalWMACalculator: Initialization and Weight Generation       |
+//+------------------------------------------------------------------+
+bool CPascalWMACalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+   ArrayResize(m_weights, m_period);
+   m_weight_sum = 0;
+
+//--- Generate weights from Pascal's triangle row (n C k)
+//--- n = period - 1
+   for(int i = 0; i < m_period; i++)
+     {
+      long n = m_period - 1;
+      long k = i;
+
+      // Optimization for combinations: C(n, k) = C(n, n-k)
+      if(k > n / 2)
+         k = n - k;
+
+      long res = 1;
+      for(long j = 1; j <= k; j++)
+        {
+         // Defensive check to prevent division by zero, though j starts at 1
+         if(j == 0)
+            continue;
+         res = res * (n - j + 1) / j;
+        }
+      m_weights[i] = (double)res;
+      m_weight_sum += m_weights[i];
+     }
+
+   return (m_weight_sum != 0);
+  }
+
+//+------------------------------------------------------------------+
+//| CPascalWMACalculator: Main Calculation Method                    |
+//+------------------------------------------------------------------+
+void CPascalWMACalculator::Calculate(int rates_total, const double &price_src[], double &wma_out[])
+  {
+   if(rates_total < m_period)
+      return;
+
+   for(int i = m_period - 1; i < rates_total; i++)
+     {
+      double weighted_sum = 0;
+      for(int j = 0; j < m_period; j++)
+        {
+         // Symmetrical weighting, use weights as generated
+         weighted_sum += price_src[i - j] * m_weights[j];
+        }
+      wma_out[i] = weighted_sum / m_weight_sum;
+     }
+  }
+
+//--- Global calculator object ---
+CPascalWMACalculator *g_calculator;
+
+//--- Forward declaration
+int PriceSeries(ENUM_APPLIED_PRICE,int,const double&[],const double&[],const double&[],const double&[],double&[]);
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufferWMA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferWMA, false);
+
+   g_calculator = new CPascalWMACalculator();
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod))
+     {
+      Print("Failed to initialize Pascal WMA Calculator.");
+      return(INIT_FAILED);
+     }
+
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("PascalWMA(%d)", InpPeriod));
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Custom indicator deinitialization function.                      |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+      delete g_calculator;
+  }
+
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function.                             |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
+  {
+   ArrayResize(BufferPrice, rates_total);
+   if(PriceSeries(InpSourcePrice, rates_total, open, high, low, close, BufferPrice) <= 0)
+      return 0;
+
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+     {
+      g_calculator.Calculate(rates_total, BufferPrice, BufferWMA);
+     }
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+
+//| Helper function to get the selected price series.                |
+//+------------------------------------------------------------------+
+int PriceSeries(ENUM_APPLIED_PRICE type, int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dest_buffer[])
+  {
+   switch(type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(dest_buffer, close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(dest_buffer, open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(dest_buffer, high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(dest_buffer, low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            dest_buffer[i] = (high[i]+low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            dest_buffer[i] = (high[i]+low[i]+close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            dest_buffer[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+         break;
+      default:
+         return 0;
+     }
+   return rates_total;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+