diff --git a/pkg/risk/riskcontrol/position.go b/pkg/risk/riskcontrol/position.go
index 447e037ce..46d70d712 100644
--- a/pkg/risk/riskcontrol/position.go
+++ b/pkg/risk/riskcontrol/position.go
@@ -37,8 +37,8 @@ func NewPositionRiskControl(hardLimit, quantity fixedpoint.Value, tradeCollector
 }
 
 // ModifiedQuantity returns quantity controlled by position risks
-// For buy orders, mod quantity = min(hardlimit - position, quanity), limiting by positive position
-// For sell orders, mod quantity = min(hardlimit - (-position), quanity), limiting by negative position
+// For buy orders, mod quantity = min(hardLimit - position, quantity), limiting by positive position
+// For sell orders, mod quantity = min(hardLimit - (-position), quantity), limiting by negative position
 func (p *PositionRiskControl) ModifiedQuantity(position fixedpoint.Value) (buyQuantity, sellQuantity fixedpoint.Value) {
 	return fixedpoint.Min(p.hardLimit.Sub(position), p.quantity),
 		fixedpoint.Min(p.hardLimit.Add(position), p.quantity)
diff --git a/pkg/strategy/scmaker/strategy.go b/pkg/strategy/scmaker/strategy.go
index df1e775cc..670268aa6 100644
--- a/pkg/strategy/scmaker/strategy.go
+++ b/pkg/strategy/scmaker/strategy.go
@@ -136,6 +136,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		s.ProfitStats = types.NewProfitStats(s.Market)
 	}
 
+	s.orderExecutor = bbgo.NewGeneralOrderExecutor(session, s.Symbol, ID, instanceID, s.Position)
+	s.orderExecutor.BindEnvironment(s.Environment)
+	s.orderExecutor.BindProfitStats(s.ProfitStats)
+	s.orderExecutor.Bind()
+	s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
+		bbgo.Sync(ctx, s)
+	})
+
 	if !s.PositionHardLimit.IsZero() && !s.MaxPositionQuantity.IsZero() {
 		log.Infof("positionHardLimit and maxPositionQuantity are configured, setting up PositionRiskControl...")
 		s.positionRiskControl = riskcontrol.NewPositionRiskControl(s.PositionHardLimit, s.MaxPositionQuantity, s.orderExecutor.TradeCollector())
@@ -181,14 +189,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	s.liquidityScale = scale
 
-	s.orderExecutor = bbgo.NewGeneralOrderExecutor(session, s.Symbol, ID, instanceID, s.Position)
-	s.orderExecutor.BindEnvironment(s.Environment)
-	s.orderExecutor.BindProfitStats(s.ProfitStats)
-	s.orderExecutor.Bind()
-	s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
-		bbgo.Sync(ctx, s)
-	})
-
 	s.initializeMidPriceEMA(session)
 	s.initializePriceRangeBollinger(session)
 	s.initializeIntensityIndicator(session)