diff --git a/Include/MyIncludes/Correlation_Trend_Calculator.mqh b/Include/MyIncludes/Correlation_Trend_Calculator.mqh
new file mode 100644
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+++ b/Include/MyIncludes/Correlation_Trend_Calculator.mqh
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+//+------------------------------------------------------------------+
+//|                               Correlation_Trend_Calculator.mqh   |
+//|      Calculation engine for the John Ehlers' Correlation Trend   |
+//|      Indicator.                                                  |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+class CCorrelationTrendCalculator
+  {
+protected:
+   int               m_period;
+   double            m_price[];
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CCorrelationTrendCalculator(void) {};
+   virtual          ~CCorrelationTrendCalculator(void) {};
+
+   bool              Init(int period);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &corr_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CCorrelationTrendCalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CCorrelationTrendCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &corr_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   for(int i = m_period - 1; i < rates_total; i++)
+     {
+      double sx=0, sy=0, sxx=0, syy=0, sxy=0;
+
+      for(int j = 0; j < m_period; j++)
+        {
+         // x is the price, from newest (j=0) to oldest (j=m_period-1)
+         double x = m_price[i - j];
+         // y is a time index with a positive slope
+         double y = j + 1;
+
+         sx += x;
+         sy += y;
+         sxx += x * x;
+         syy += y * y;
+         sxy += x * y;
+        }
+
+      double numerator = m_period * sxy - sx * sy;
+      double den_term1 = m_period * sxx - sx * sx;
+      double den_term2 = m_period * syy - sy * sy;
+
+      if(den_term1 > 0 && den_term2 > 0)
+        {
+         double denominator = sqrt(den_term1 * den_term2);
+         if(denominator != 0)
+           {
+            // CORRECTED: The correlation of a rising price with a rising time index is positive.
+            // Ehlers wants a positive correlation for an uptrend.
+            // However, his EasyLanguage code uses a descending time index (Y = -count),
+            // which results in an inverted output compared to a standard Pearson correlation with an ascending time index.
+            // To match the visual expectation (Up Trend = Positive Corr), we must invert our result.
+            // Let's re-verify. If price (X) goes up, and our time (Y) goes up, correlation is positive. Correct.
+            // If price (X) goes down, and our time (Y) goes up, correlation is negative. Correct.
+            // The issue might be in the EasyLanguage indexing vs MQL5.
+            // Let's try reversing the time index to match Ehlers' logic.
+
+            // Re-calculation with reversed time index
+            sx=0;
+            sy=0;
+            sxx=0;
+            syy=0;
+            sxy=0;
+            for(int j = 0; j < m_period; j++)
+              {
+               double x = m_price[i - j];
+               double y = m_period - j; // Newest bar (j=0) gets highest time value
+
+               sx += x;
+               sy += y;
+               sxx += x * x;
+               syy += y * y;
+               sxy += x * y;
+              }
+
+            numerator = m_period * sxy - sx * sy;
+            den_term1 = m_period * sxx - sx * sx;
+            den_term2 = m_period * syy - sy * sy;
+
+            if(den_term1 > 0 && den_term2 > 0)
+              {
+               denominator = sqrt(den_term1 * den_term2);
+               if(denominator != 0)
+                 {
+                  corr_buffer[i] = numerator / denominator;
+                 }
+              }
+           }
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CCorrelationTrendCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      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++)
+            m_price[i] = (high[i]+low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            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;
+     }
+   return true;
+  }
+
+//+==================================================================+
+class CCorrelationTrendCalculator_HA : public CCorrelationTrendCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+bool CCorrelationTrendCalculator_HA::PreparePriceSeries(int rates_total, 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);
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      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;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+