diff --git a/Indicators/MyIndicators/Holt_MA.mq5 b/Indicators/MyIndicators/Holt_MA.mq5
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+//+------------------------------------------------------------------+
+//|                                                    Holt_MA.mq5   |
+//|                                          Copyright 2025, xxxxxxxx|
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property version   "1.00"
+#property description "Holt's Linear Trend Method (Double Exponential Smoothing)."
+#property description "Provides a smoothed line with a 1-bar forecast."
+
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: Holt MA Forecast Line
+#property indicator_label1  "Holt MA"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrMediumSeaGreen
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+//--- Input Parameters ---
+input int              InpPeriod      = 20;    // Period for initialization
+input double           InpAlpha       = 0.1;   // Alpha (Level smoothing factor, 0 < a < 1)
+input double           InpBeta        = 0.05;  // Beta (Trend smoothing factor, 0 < b < 1)
+input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; // Source Price
+
+//--- Indicator Buffers ---
+double    BufferHoltMA[];
+
+//+------------------------------------------------------------------+
+//| CLASS: CHoltMACalculator                                         |
+//| Encapsulates the Double Exponential Smoothing logic.             |
+//+------------------------------------------------------------------+
+class CHoltMACalculator
+  {
+private:
+   //--- Parameters
+   int               m_period;
+   double            m_alpha;
+   double            m_beta;
+
+   //--- Internal calculation buffers
+   double            m_price[];
+   double            m_level[];
+   double            m_trend[];
+   double            m_forecast[];
+
+public:
+                     CHoltMACalculator(void);
+                    ~CHoltMACalculator(void) {};
+
+   bool              Init(int period, double alpha, double beta);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                  double &holt_ma_out[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CHoltMACalculator: Constructor                                   |
+//+------------------------------------------------------------------+
+CHoltMACalculator::CHoltMACalculator(void) : m_period(0), m_alpha(0.1), m_beta(0.05)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| CHoltMACalculator: Initialization                                |
+//+------------------------------------------------------------------+
+bool CHoltMACalculator::Init(int period, double alpha, double beta)
+  {
+   m_period = (period < 2) ? 2 : period;
+
+//--- Constrain alpha and beta to be between 0 and 1
+   m_alpha = (alpha <= 0) ? 0.0001 : (alpha >= 1) ? 0.9999 : alpha;
+   m_beta  = (beta <= 0) ? 0.0001 : (beta >= 1) ? 0.9999 : beta;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CHoltMACalculator: Main Calculation Method                       |
+//+------------------------------------------------------------------+
+void CHoltMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                  double &holt_ma_out[])
+  {
+   if(rates_total < m_period)
+      return;
+
+//--- Resize internal buffers
+   ArrayResize(m_price, rates_total);
+   ArrayResize(m_level, rates_total);
+   ArrayResize(m_trend, rates_total);
+   ArrayResize(m_forecast, rates_total);
+
+//--- Step 1: Prepare the source price series
+   PriceSeries(price_type, rates_total, open, high, low, close, m_price);
+
+//--- Step 2: Robust Initialization of the first Level and Trend
+   m_level[0] = m_price[0];
+   m_trend[0] = m_price[1] - m_price[0]; // Initial trend estimate
+   m_forecast[0] = m_level[0] + m_trend[0];
+   m_forecast[1] = m_forecast[0]; // To avoid zero value at the start
+
+//--- Step 3: Recursive calculation for the rest of the series
+   for(int i = 2; i < rates_total; i++)
+     {
+      //--- Calculate Level
+      m_level[i] = m_alpha * m_price[i] + (1 - m_alpha) * (m_level[i-1] + m_trend[i-1]);
+
+      //--- Calculate Trend
+      m_trend[i] = m_beta * (m_level[i] - m_level[i-1]) + (1 - m_beta) * m_trend[i-1];
+
+      //--- Calculate 1-bar ahead Forecast (this is the plotted line)
+      m_forecast[i] = m_level[i] + m_trend[i];
+     }
+
+//--- Copy final results to the output buffer
+   ArrayCopy(holt_ma_out, m_forecast, 0, 0, rates_total);
+  }
+
+//+------------------------------------------------------------------+
+//| Helper function to get the selected price series.                |
+//+------------------------------------------------------------------+
+void 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;
+     }
+  }
+
+
+//--- Global calculator object ---
+CHoltMACalculator *g_calculator;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufferHoltMA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferHoltMA, false);
+
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2); // Start drawing from the 3rd bar
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Holt MA(%d, %.2f, %.2f)", InpPeriod, InpAlpha, InpBeta));
+
+   g_calculator = new CHoltMACalculator();
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpAlpha, InpBeta))
+     {
+      Print("Failed to initialize Holt MA Calculator.");
+      return(INIT_FAILED);
+     }
+   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 prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+     {
+      g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferHoltMA);
+     }
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+