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Miha Kralj
2026-02-27 07:48:12 -08:00
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# HOLT: Holt Exponential Moving Average
# HOLT: Holt Exponential Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `gamma` (default 0) |
| **Outputs** | Single series (HOLT) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- Holt's exponential smoothing extends simple exponential smoothing (EMA) by adding a second equation that explicitly tracks the local trend.
- Parameterized by `period`, `gamma` (default 0).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Single smoothing tracks level. Double smoothing tracks trend. The elegance is not in complexity but in the admission that yesterday's direction matters." — Charles C. Holt (1957)