Technical Analysis of STOCKS & COMMODITIES
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ARTICLE SYNOPSIS...Holt-Winter Channel Calculation
The Holt-Winter formula estimates the three quadratic coefficients recursively as follows:
Ft+1 = (l - a) (Ft + Vt + 0.5 At) + aCt+1
Vt+1 = (l - b) (Vt + At) + b(Ft+1 - Ft)
At+1 = (l - c) At + c (Vt+1 - Vt)
where Ct =