diff --git a/Indicators/MyIndicators/VIDYA_RSI_Pro.mq5 b/Indicators/MyIndicators/VIDYA_RSI_Pro.mq5
index 19e813c..507cc59 100644
--- a/Indicators/MyIndicators/VIDYA_RSI_Pro.mq5
+++ b/Indicators/MyIndicators/VIDYA_RSI_Pro.mq5
@@ -1,40 +1,30 @@
 //+------------------------------------------------------------------+
 //|                                                VIDYA_RSI_Pro.mq5 |
 //|                                          Copyright 2025, xxxxxxxx|
-//|                                                                  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property link      ""
-#property version   "1.00"
+#property version   "2.00" // Refactored to use RSI Engine
 #property description "VIDYA that uses RSI for volatility measurement. With selectable"
 #property description "price source (Standard and Heikin Ashi)."
 
-//--- Indicator Window and Plot Properties ---
 #property indicator_chart_window
 #property indicator_buffers 1
 #property indicator_plots   1
 #property indicator_type1   DRAW_LINE
 #property indicator_color1  clrMediumOrchid
 #property indicator_style1  STYLE_SOLID
-#property indicator_width1  1
+#property indicator_width1  2
 #property indicator_label1  "VIDYA (RSI)"
 
-//--- Include the calculator engine ---
 #include <MyIncludes\VIDYA_RSI_Calculator.mqh>
 
-//--- Input Parameters ---
 input int                       InpPeriodRSI    = 14;
 input int                       InpPeriodEMA    = 20;
 input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice  = PRICE_CLOSE_STD;
 
-//--- Indicator Buffers ---
 double    BufferVIDYA[];
-
-//--- Global calculator object (as a base class pointer) ---
 CVIDYARSICalculator *g_calculator;
 
-//+------------------------------------------------------------------+
-//| Custom indicator initialization function.                        |
 //+------------------------------------------------------------------+
 int OnInit()
   {
@@ -42,15 +32,9 @@ int OnInit()
    ArraySetAsSeries(BufferVIDYA, false);
 
    if(InpSourcePrice <= PRICE_HA_CLOSE)
-     {
       g_calculator = new CVIDYARSICalculator_HA();
-      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA RSI HA(%d,%d)", InpPeriodRSI, InpPeriodEMA));
-     }
    else
-     {
       g_calculator = new CVIDYARSICalculator();
-      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA RSI(%d,%d)", InpPeriodRSI, InpPeriodEMA));
-     }
 
    if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodRSI, InpPeriodEMA))
      {
@@ -58,24 +42,37 @@ int OnInit()
       return(INIT_FAILED);
      }
 
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA RSI%s(%d,%d)", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriodRSI, InpPeriodEMA));
    PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI + InpPeriodEMA);
    IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
 
    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&[])
+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)
       return 0;
 
-   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
+   ENUM_APPLIED_PRICE price_type;
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
+      price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
+   else
+      price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
 
-   g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferVIDYA);
+   g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferVIDYA);
 
    return(rates_total);
   }