diff --git a/Include/MyIncludes/ZeroLag_EMA_Calculator.mqh b/Include/MyIncludes/ZeroLag_EMA_Calculator.mqh
new file mode 100644
index 0000000..02dd007
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+++ b/Include/MyIncludes/ZeroLag_EMA_Calculator.mqh
@@ -0,0 +1,189 @@
+//+------------------------------------------------------------------+
+//|                                     ZeroLag_EMA_Calculator.mqh   |
+//|      Calculation engine for the John Ehlers' Zero-Lag EMA.       |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CZeroLagEMACalculator (Base Class)            |
+//|                                                                  |
+//+==================================================================+
+class CZeroLagEMACalculator
+  {
+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:
+                     CZeroLagEMACalculator(void) {};
+   virtual          ~CZeroLagEMACalculator(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 &zlema_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CZeroLagEMACalculator::Init(int period)
+  {
+   m_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CZeroLagEMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[])
+  {
+   if(rates_total < m_period * 2)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   double alpha = 2.0 / (m_period + 1.0);
+
+// --- Intermediate buffers for the two EMA stages ---
+   double ema1_buffer[], ema2_buffer[];
+   ArrayResize(ema1_buffer, rates_total);
+   ArrayResize(ema2_buffer, rates_total);
+
+// --- State variables for recursive calculations ---
+   double ema1_prev = 0;
+   double ema2_prev = 0;
+
+// --- Full recalculation loop for stability ---
+   for(int i = 0; i < rates_total; i++)
+     {
+      // Initialize first value with a simple average
+      if(i == m_period - 1)
+        {
+         double sum = 0;
+         for(int j=0; j<m_period; j++)
+            sum += m_price[i-j];
+         ema1_prev = sum / m_period;
+        }
+
+      if(i >= m_period)
+        {
+         // Step 1: Calculate first EMA on price
+         double ema1 = m_price[i] * alpha + (1.0 - alpha) * ema1_prev;
+         ema1_buffer[i] = ema1;
+
+         // Initialize second EMA
+         if(i == m_period * 2 - 2)
+           {
+            double sum = 0;
+            for(int j=0; j<m_period; j++)
+               sum += ema1_buffer[i-j];
+            ema2_prev = sum / m_period;
+           }
+
+         if(i >= m_period * 2 - 1)
+           {
+            // Step 2: Calculate second EMA on the first EMA
+            double ema2 = ema1_buffer[i] * alpha + (1.0 - alpha) * ema2_prev;
+            ema2_buffer[i] = ema2;
+
+            // Step 3 & 4: Calculate the difference (error) and add it back to the first EMA
+            double diff = ema1_buffer[i] - ema2_buffer[i];
+            zlema_buffer[i] = ema1_buffer[i] + diff;
+
+            ema2_prev = ema2;
+           }
+
+         ema1_prev = ema1;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CZeroLagEMACalculator::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 CZeroLagEMACalculator_HA : public CZeroLagEMACalculator
+  {
+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 CZeroLagEMACalculator_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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+