Holt EMA

The Holt EMA is a trend corrected exponential moving average based on a double exponential smoothing model.

Indicator Description

The Holt Exponential Moving Average was published in Holt’s paper, “Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages” in 1957 in O.N.R. Research Memorandum 52, Carnegie Institute of Technology. The tools developed by Holt & Winters are mainly used for forecasting time series.

The indicator is available for NinjaTrader 8.