In this paper the cosmological evolution of a holographic dark energy model with a non-linear interaction between the dark energy and dark matter components in a FRW type flat universe is analysed. In this context, the deceleration parameter $q$ and the equation state $w_{Lambda}$ are obtained. We found that, as the square of the speed of sound remains positive, the model is stable under perturbations since early times; it also shows that the evolution of the matter and dark energy densities are of the same order for a long period of time, avoiding the so--called coincidence problem. We have also made the correspondence of the model with the dark energy densities and pressures for the quintessence and tachyon fields. From this correspondence we have reconstructed the potential of scalar fields and their dynamics.