diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
new file mode 100644
index 0000000..5fe9b0e
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+++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
@@ -0,0 +1,76 @@
+//+------------------------------------------------------------------+
+//|                                                      KAMA_Pro.mq5|
+//|                                          Copyright 2025, xxxxxxxx|
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property version   "1.00"
+#property description "Perry Kaufman's Adaptive Moving Average (KAMA)."
+#property description "Adapts its speed based on market volatility."
+
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_label1  "KAMA"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrCrimson
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+
+#include <MyIncludes\KAMA_Calculator.mqh>
+
+//--- Input Parameters ---
+input int                       InpErPeriod       = 10;    // Efficiency Ratio Period
+input int                       InpFastEmaPeriod  = 2;     // Fastest EMA Period
+input int                       InpSlowEmaPeriod  = 30;    // Slowest EMA Period
+input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;
+
+//--- Indicator Buffers ---
+double    BufferKAMA[];
+
+//--- Global calculator object ---
+CKamaCalculator *g_calculator;
+
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufferKAMA,  INDICATOR_DATA);
+   ArraySetAsSeries(BufferKAMA,  false);
+
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
+     {
+      g_calculator = new CKamaCalculator_HA();
+      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA HA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
+     }
+   else
+     {
+      g_calculator = new CKamaCalculator();
+      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
+     }
+
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod))
+     {
+      Print("Failed to initialize KAMA Calculator.");
+      return(INIT_FAILED);
+     }
+
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
+   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&[])
+  {
+   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, price_type, open, high, low, close, BufferKAMA);
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+