diff --git a/Indicators/MyIndicators/CutlerRSI_Pro.mq5 b/Indicators/MyIndicators/CutlerRSI_Pro.mq5
index a607342..3ff2c27 100644
--- a/Indicators/MyIndicators/CutlerRSI_Pro.mq5
+++ b/Indicators/MyIndicators/CutlerRSI_Pro.mq5
@@ -1,11 +1,9 @@
 //+------------------------------------------------------------------+
 //|                                                 CutlerRSI_Pro.mq5|
 //|                                          Copyright 2025, xxxxxxxx|
-//|                                                                  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property link      ""
-#property version   "3.02" // Added selectable display mode for signal line
+#property version   "3.10" // Refactored to use MovingAverage_Engine
 #property description "Professional Cutler's RSI (SMA-based) with an optional signal line and"
 #property description "selectable price source (Standard and Heikin Ashi)."
 
@@ -51,46 +49,41 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice  = PRICE_CLOSE_STD;
 input group                     "Signal Line Settings"
 input ENUM_DISPLAY_MODE         InpDisplayMode  = DISPLAY_RSI_AND_SIGNAL;
 input int                       InpPeriodMA     = 14;
-input ENUM_MA_METHOD            InpMethodMA     = MODE_SMA;
+// UPDATED: Use ENUM_MA_TYPE
+input ENUM_MA_TYPE              InpMethodMA     = SMA;
 
 //--- Indicator Buffers ---
 double    BufferCutlerRSI[];
 double    BufferSignalMA[];
 
-//--- Global calculator object (as a base class pointer) ---
+//--- Global calculator object ---
 CCutlerRSICalculator *g_calculator;
 
-//+------------------------------------------------------------------+
-//| Custom indicator initialization function.                        |
 //+------------------------------------------------------------------+
 int OnInit()
   {
-//--- Map the buffers and set as non-timeseries
    SetIndexBuffer(0, BufferCutlerRSI, INDICATOR_DATA);
    SetIndexBuffer(1, BufferSignalMA,  INDICATOR_DATA);
    ArraySetAsSeries(BufferCutlerRSI, false);
    ArraySetAsSeries(BufferSignalMA,  false);
 
-//--- Dynamically create the appropriate calculator instance
-   if(InpSourcePrice <= PRICE_HA_CLOSE) // Heikin Ashi source selected
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
      {
       g_calculator = new CCutlerRSICalculator_HA();
       IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI HA(%d,%d)", InpPeriodRSI, InpPeriodMA));
      }
-   else // Standard price source selected
+   else
      {
-      g_calculator = new CCutlerRSICalculator_Std();
+      g_calculator = new CCutlerRSICalculator();
       IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI(%d,%d)", InpPeriodRSI, InpPeriodMA));
      }
 
-//--- Check if creation was successful and initialize
    if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodRSI, InpPeriodMA, InpMethodMA))
      {
       Print("Failed to create or initialize CutlerRSI Calculator object.");
       return(INIT_FAILED);
      }
 
-//--- Set indicator display properties
    IndicatorSetInteger(INDICATOR_DIGITS, 2);
    PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI);
    PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriodRSI + InpPeriodMA - 1);
@@ -98,18 +91,13 @@ int OnInit()
    return(INIT_SUCCEEDED);
   }
 
-//+------------------------------------------------------------------+
-//| Custom indicator deinitialization function.                      |
 //+------------------------------------------------------------------+
 void OnDeinit(const int reason)
   {
-//--- Free the calculator object to prevent memory leaks
    if(CheckPointer(g_calculator) != POINTER_INVALID)
       delete g_calculator;
   }
 
-//+------------------------------------------------------------------+
-//| Custom indicator calculation function.                           |
 //+------------------------------------------------------------------+
 int OnCalculate(const int rates_total,
                 const int prev_calculated,
@@ -122,30 +110,24 @@ 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 the entire calculation to our calculator object
-   g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferCutlerRSI, BufferSignalMA);
+   g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferCutlerRSI, BufferSignalMA);
 
-//--- Hide signal line buffer if not needed
    if(InpDisplayMode == DISPLAY_RSI_ONLY)
      {
-      for(int i = 0; i < rates_total; i++)
-        {
+      int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+      for(int i = start; i < rates_total; i++)
          BufferSignalMA[i] = EMPTY_VALUE;
-        }
      }
 
-//--- Return rates_total for a full recalculation, ensuring stability
    return(rates_total);
   }
 //+------------------------------------------------------------------+