diff --git a/pkg/bbgo/exit_protective_stop_loss.go b/pkg/bbgo/exit_protective_stop_loss.go
index d2e61815a..5e35858b0 100644
--- a/pkg/bbgo/exit_protective_stop_loss.go
+++ b/pkg/bbgo/exit_protective_stop_loss.go
@@ -30,6 +30,10 @@ type ProtectiveStopLoss struct {
 	// PlaceStopOrder places the stop order on exchange and lock the balance
 	PlaceStopOrder bool `json:"placeStopOrder"`
 
+	// Interval is the time resolution to update the stop order
+	// KLine per Interval will be used for updating the stop order
+	Interval types.Interval `json:"interval,omitempty"`
+
 	session       *ExchangeSession
 	orderExecutor *GeneralOrderExecutor
 	stopLossPrice fixedpoint.Value
@@ -37,8 +41,8 @@ type ProtectiveStopLoss struct {
 }
 
 func (s *ProtectiveStopLoss) Subscribe(session *ExchangeSession) {
-	// use 1m kline to handle roi stop
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
+	// use kline to handle roi stop
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }
 
 func (s *ProtectiveStopLoss) shouldActivate(position *types.Position, closePrice fixedpoint.Value) bool {
@@ -131,8 +135,8 @@ func (s *ProtectiveStopLoss) Bind(session *ExchangeSession, orderExecutor *Gener
 			s.stopLossPrice = fixedpoint.Zero
 		}
 	}
-	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, f))
-	session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, types.Interval1m, f))
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, f))
+	session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, s.Interval, f))
 
 	if !IsBackTesting && enableMarketTradeStop {
 		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
diff --git a/pkg/bbgo/exit_roi_stop_loss.go b/pkg/bbgo/exit_roi_stop_loss.go
index b026ecfa0..ad8d5689a 100644
--- a/pkg/bbgo/exit_roi_stop_loss.go
+++ b/pkg/bbgo/exit_roi_stop_loss.go
@@ -11,14 +11,17 @@ type RoiStopLoss struct {
 	Symbol             string
 	Percentage         fixedpoint.Value `json:"percentage"`
 	CancelActiveOrders bool             `json:"cancelActiveOrders"`
+	// Interval is the time resolution to update the stop order
+	// KLine per Interval will be used for updating the stop order
+	Interval types.Interval `json:"interval,omitempty"`
 
 	session       *ExchangeSession
 	orderExecutor *GeneralOrderExecutor
 }
 
 func (s *RoiStopLoss) Subscribe(session *ExchangeSession) {
-	// use 1m kline to handle roi stop
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
+	// use kline to handle roi stop
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }
 
 func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
@@ -30,8 +33,8 @@ func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrder
 		s.checkStopPrice(kline.Close, position)
 	}
 
-	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, f))
-	session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, types.Interval1m, f))
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, f))
+	session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, s.Interval, f))
 
 	if !IsBackTesting && enableMarketTradeStop {
 		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
diff --git a/pkg/bbgo/exit_roi_take_profit.go b/pkg/bbgo/exit_roi_take_profit.go
index c5853a0e5..60672f5e8 100644
--- a/pkg/bbgo/exit_roi_take_profit.go
+++ b/pkg/bbgo/exit_roi_take_profit.go
@@ -13,13 +13,17 @@ type RoiTakeProfit struct {
 	Percentage         fixedpoint.Value `json:"percentage"`
 	CancelActiveOrders bool             `json:"cancelActiveOrders"`
 
+	// Interval is the time resolution to update the stop order
+	// KLine per Interval will be used for updating the stop order
+	Interval types.Interval `json:"interval,omitempty"`
+
 	session       *ExchangeSession
 	orderExecutor *GeneralOrderExecutor
 }
 
 func (s *RoiTakeProfit) Subscribe(session *ExchangeSession) {
-	// use 1m kline to handle roi stop
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
+	// use kline to handle roi stop
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }
 
 func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
@@ -27,7 +31,7 @@ func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
 	s.orderExecutor = orderExecutor
 
 	position := orderExecutor.Position()
-	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
 		closePrice := kline.Close
 		if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
 			return