NinjaTrader 8 Indicators and More - Holt EMA (amaHoltEMA)
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Holt EMA (amaHoltEMA) 5 *
Version 1.0 March 6, 2017

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

Holt’s paper, “Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages” was published 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.

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September 4th, 2017
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Keywords: ema exponentialsmoothing forecast holtema movingaverage smoothing


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