解决SMI指标应用Ehlers Roofing Filter的Pine Script报错问题

错误原因 #

第56行的roof(sm, erflen)是错误操作——你之前定义的roof是一个序列变量（通过roof = erf(src, hp_per, lp_per)计算得到的针对src的滤波结果），并非可调用的函数，因此Pine Script无法识别这个函数调用。

修复方案 #

将Ehlers Roofing Filter封装为可复用的函数，这样就能对不同序列（比如这里的sm）灵活应用滤波。修改后的完整代码如下：

//@version=5
indicator(title="Stochastic Momentum Index", shorttitle="SMI", overlay=false)

// Ehlers Roofing Filter - 封装为可复用函数
ehlersRoofingFilter(x, t_hp, t_lp)=>
    omega1 = 4*math.asin(1)/t_hp
    omega2 = 4*math.asin(1)/t_lp
    alpha  = (math.cos((math.sqrt(2)/2)*omega1) + math.sin((math.sqrt(2)/2)*omega1) - 1)/math.cos((math.sqrt(2)/2)*omega1)
    hp     = 0.0
    hp    := math.pow(1 - alpha/2, 2)*(x - 2*x[1] + x[2]) + 2*(1 - alpha)*nz(hp[1]) - math.pow(1 - alpha, 2)*nz(hp[2])
    a1     = math.exp(-math.sqrt(2)*2*math.asin(1)/t_lp)
    b1     = 2*a1*math.cos((math.sqrt(2)/2)*omega2)
    c2     = b1
    c3     = -math.pow(a1, 2)
    c1     = 1 - c2 - c3
    erf    = 0.0
    erf   := c1*hp + c2*nz(erf[1]) + c3*nz(erf[2])
    erf

src = input(defval=close, title="Source")
lp_per = input.int(defval=10, minval=2, title="Low Pass Cutoff Period")
hp_per = input.int(defval=30, minval=2, title="High Pass Cutoff Period")

applyerf = input.bool(true, title="Apply Ehlers Roofing?")
// 为Roofing Filter添加独立周期参数，也可直接复用hp_per/lp_per
erf_hp_per = input.int(defval=30, minval=2, title="Roofing Filter High Pass Period")
erf_lp_per = input.int(defval=10, minval=2, title="Roofing Filter Low Pass Period")

// Ehler's Smoother Filter
PI=3.14159265359
EhlersSuperSmootherFilter(price, lower) =>
    var filt=0.0
    a1 = math.exp(-PI * math.sqrt(2) / lower)
    coeff2 = 2 * a1 * math.cos(math.sqrt(2) * PI / lower)
    coeff3 = - math.pow(a1,2)
    coeff1 = 1 - coeff2 - coeff3
    filt := coeff1 * (price + nz(price[1])) / 2 + coeff2 * nz(filt[1]) + coeff3 * nz(filt[2]) 

applyes = input.bool(true, title="Apply Ehlers Smoother?")
eslen = input.int(10, title="Ehlers Smoother Length")

// Input
q = input.int(title="Stochastic Lookback", defval=13, minval=1)
r = input.int(title="1st Smoothing Length", defval=25, minval=1)
s = input.int(title="2nd Smoothing Length", defval=2, minval=1)
signalLength = input.int(title="Signal Length", defval=12, minval=1)
showsignals = input.bool(defval=true, title="Buy/Sell Signals")

// Calculation
hh = ta.highest(q)
ll = ta.lowest(q)
numerator = ta.ema(ta.ema(src - 0.5 * (hh + ll), r), s)
denominator = 0.5 * ta.ema(ta.ema(hh - ll, r), s)
sm = 100 * numerator / denominator
// 修复函数调用：使用封装好的Roofing Filter函数
smrf = applyerf ? ehlersRoofingFilter(sm, erf_hp_per, erf_lp_per) : sm
smi = applyes ? EhlersSuperSmootherFilter(smrf, eslen) : smrf
signal = ta.ema(smi, signalLength)
hist = smi - signal

// Hist-Color
col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")

// Plotting
plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below)))
plot(smi, title="SMI", color=color.green, transp=0)
plot(signal, title="Signal", color=color.red, transp=0)

maxLevel = hline(+75, title="Max Level", color=color.black)
obLevel = hline(+40, title="Overbought Level", color=#00796b)
median = hline(0, title="Zero Level", color=#989898)
osLevel = hline(-40, title="Oversold Level", color=#f57f17)
minLevel = hline(-75, title="Min Level", color=color.black)
fill(obLevel, osLevel, title="SMI Background Fill", color=color.purple, transp=95)

关键修改点 #

1. 将原erf函数重命名为ehlersRoofingFilter，语义更清晰，避免和内置函数混淆
2. 移除原代码中roof = erf(src, hp_per, lp_per)的变量定义，改为在需要时直接调用函数
3. 为Roofing Filter添加独立的周期输入参数，支持单独控制对SMI序列的滤波周期（若需和src滤波周期一致，直接替换为hp_per和lp_per即可）
4. 修复第56行的错误调用：将roof(sm, erflen)改为ehlersRoofingFilter(sm, erf_hp_per, erf_lp_per)

内容的提问来源于stack exchange，提问作者Krishnendu Bhattacharyya