Sentinel Reference Docs GitHub

SentinelHoltEMA_v1_0_0.cs

bin/Custom/Indicators/SentinelHoltEMA_v1_0_0.cs

   
Family Indicators
Version 1.0.0
Size 242 lines
Scope public — ships in sentinel-suite
Class SentinelHoltEMA_v1_0_0
Namespace NinjaTrader.NinjaScript.Indicators.Sentinel.Smoothers
Documented by no doc tracks this artifact

Rendered from the published copy in sentinel-suite/src/, not the author’s private tree — so this page describes the file you actually have.

What the file says about itself

 Sentinel HoltEMA — Holt double-exponential smoothing (Sentinel smoother block) |  Version v1.0.0
 File: SentinelHoltEMA_v1_0_0.cs  |  namespace …Indicators.Sentinel.Smoothers  |  display "Sentinel HoltEMA"

 ⚠ NO ORDERS · NO STATE SEAM — a read-only SMOOTHER building block, not a Council voter. It draws a
 smoothed line + a Sentinel glass card; it publishes nothing (a moving average has no verdict).

 PROVENANCE / LICENSE: CLEAN-ROOM. Written from the public Holt linear (double-exponential) smoothing
 formula — a textbook forecasting method, not copyrightable. No third-party code, names, or structure
 copied. (Sentinel smoother-library port of the "Au" MA pack; the Au code was NOT copied. See repo NOTICE.)

 ALGORITHM (Holt, two smoothing constants derived from periods):
   alpha = 2 / (1 + Period)          (level smoothing)
   gamma = 2 / (1 + TrendPeriod)     (trend smoothing)
   L[t]  = alpha·x[t] + (1 − alpha)·(L[t−1] + T[t−1])     (level)
   T[t]  = gamma·(L[t] − L[t−1]) + (1 − gamma)·T[t−1]     (trend)
   Value = L[t]

 ASSUMPTION (noted per clean-room rule): the "AuHoltEMA" source PLOTS THE LEVEL L (its HoltEMA[0] = L),
 NOT the one-step-ahead Holt forecast L+T. This port MATCHES THE SOURCE and outputs the level L (the
 trend component T is still computed and used inside the recursion). The classic Holt forecast would be
 L+T; use that if a forecast line is wanted instead of the smoothed level.

 CHANGELOG
   v1.0.0 (2026-07-12) — clean-room Holt double-exponential smoothing + Sentinel plumbing (naming law,
            glass card, label remover). Output = level L to match source (see ASSUMPTION above).