An iterative algorithm for computing holograms is presented: it is based on the fractional order Fourier transform. It allows us to generate diffraction patterns which are not in the Fourier plane. It also makes possible the design of computer generated holograms providing two beforehand given illumination patterns on two preselected planes. Holograms have been calculated according to the proposed method and have been engraved by photolithography. Experimental results are given. A speckle reduction technique is also explained.