diff --git a/Indicators/MyIndicators/RSI_Adaptive_Pro.mq5 b/Indicators/MyIndicators/RSI_Adaptive_Pro.mq5
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+++ b/Indicators/MyIndicators/RSI_Adaptive_Pro.mq5
@@ -0,0 +1,80 @@
+//+------------------------------------------------------------------+
+//|                                           RSI_Adaptive_Pro.mq5   |
+//|                                          Copyright 2025, xxxxxxxx|
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property version   "1.00"
+#property description "Adaptive RSI with a variable period based on market volatility."
+
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrDodgerBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+#property indicator_label1  "Adaptive RSI"
+
+#property indicator_minimum 0
+#property indicator_maximum 100
+#property indicator_level1 30.0
+#property indicator_level2 50.0
+#property indicator_level3 70.0
+#property indicator_levelstyle STYLE_DOT
+
+#include <MyIncludes\RSI_Adaptive_Calculator.mqh>
+
+//--- Input Parameters ---
+input group                     "Adaptive RSI Settings"
+input int                       InpPivotalPeriod = 14; // The central RSI period
+input int                       InpVolaShort     = 5;  // Short period for volatility measurement
+input int                       InpVolaLong      = 10; // Long period for volatility averaging
+input group                     "Price Source"
+input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice   = PRICE_CLOSE_STD;
+
+//--- Indicator Buffers ---
+double    BufferRSI[];
+
+//--- Global calculator object ---
+CAdaptiveRSICalculator *g_calculator;
+
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufferRSI, INDICATOR_DATA);
+   ArraySetAsSeries(BufferRSI, false);
+
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
+      g_calculator = new CAdaptiveRSICalculator_HA();
+   else
+      g_calculator = new CAdaptiveRSICalculator();
+
+   if(CheckPointer(g_calculator) == POINTER_INVALID ||
+      !g_calculator.Init(InpPivotalPeriod, InpVolaShort, InpVolaLong))
+     {
+      Print("Failed to create or initialize Adaptive RSI Calculator.");
+      return(INIT_FAILED);
+     }
+
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Adaptive RSI%s(%d)", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPivotalPeriod));
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpVolaLong + InpPivotalPeriod);
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
+
+//+------------------------------------------------------------------+
+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&[])
+  {
+   if(CheckPointer(g_calculator) == POINTER_INVALID)
+      return 0;
+   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
+   g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferRSI);
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+