The Canaries rejected a deadline offer from Rangers for the striker.
"There was no uncertainty in our group that anyone would go at any point," Martin told The Pink'un.
"When they put in a bid for Holty it was quite late on. It would take a lot of money to let him go from this club.
"When the manager came out and said that no one was going, we knew as players that no one would go. We're lucky the club has stayed strong, the manager has stayed strong and we've shown our ambition.