diff --git a/config/pivotshort-ETHUSDT.yaml b/config/pivotshort-ETHUSDT.yaml
index 33d6f9723..d5bfff4e6 100644
--- a/config/pivotshort-ETHUSDT.yaml
+++ b/config/pivotshort-ETHUSDT.yaml
@@ -11,8 +11,12 @@ exchangeStrategies:
 - on: binance
   pivotshort:
     symbol: ETHUSDT
+
+    # interval is the main pivot interval
     interval: 5m
-    pivotLength: 200
+
+    # window is the main pivot window
+    window: 200
 
     # breakLow settings are used for shorting when the current price break the previous low
     breakLow:
@@ -53,7 +57,7 @@ exchangeStrategies:
 
       # roiTakeProfitPercentage is used to force taking profit by percentage of the position ROI (currently the price change)
       # force to take the profit ROI exceeded the percentage.
-      roiTakeProfitPercentage: 10%
+      roiTakeProfitPercentage: 25%
 
       # roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
       roiMinTakeProfitPercentage: 10%
diff --git a/config/pivotshort-GMTBUSD.yaml b/config/pivotshort-GMTBUSD.yaml
index afc365ed7..0e3fa7724 100644
--- a/config/pivotshort-GMTBUSD.yaml
+++ b/config/pivotshort-GMTBUSD.yaml
@@ -13,8 +13,7 @@ exchangeStrategies:
   pivotshort:
     symbol: GMTBUSD
     interval: 5m
-
-    pivotLength:  120
+    window:  120
 
     entry:
       immediate: true
diff --git a/config/pivotshort.yaml b/config/pivotshort.yaml
index c55c07942..ec80ca351 100644
--- a/config/pivotshort.yaml
+++ b/config/pivotshort.yaml
@@ -14,7 +14,7 @@ exchangeStrategies:
     symbol: GMTUSDT
     interval: 5m
 
-    pivotLength: 120
+    window: 120
 
     # breakLow settings are used for shorting when the current price break the previous low
     breakLow:
@@ -33,13 +33,18 @@ exchangeStrategies:
       # force to take the profit ROI exceeded the percentage.
       roiTakeProfitPercentage: 25%
 
+      # roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
+      roiMinTakeProfitPercentage: 10%
+
       # lowerShadowRatio is used to force taking profit when the (lower shadow height / low price) > lowerShadowRatio
       # you can grab a simple stats by the following SQL:
       # SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
       lowerShadowRatio: 3%
 
+      # cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
       cumulatedVolume:
-        minVolume: 50_000
+        enabled: false
+        minQuoteVolume: 90_000_000
         window: 5
 
       marginOrderSideEffect: repay
diff --git a/pkg/strategy/pivotshort/strategy.go b/pkg/strategy/pivotshort/strategy.go
index 2ace2677e..da5d3ada1 100644
--- a/pkg/strategy/pivotshort/strategy.go
+++ b/pkg/strategy/pivotshort/strategy.go
@@ -109,15 +109,15 @@ type Strategy struct {
 	Environment *bbgo.Environment
 	Symbol      string `json:"symbol"`
 	Market      types.Market
-	Interval    types.Interval `json:"interval"`
+
+	// pivot interval and window
+	types.IntervalWindow
 
 	// persistence fields
 	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
 	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
 	TradeStats  *TradeStats        `persistence:"trade_stats"`
 
-	PivotLength int `json:"pivotLength"`
-
 	BreakLow BreakLow `json:"breakLow"`
 	Entry    Entry    `json:"entry"`
 	Exit     Exit     `json:"exit"`
@@ -279,9 +279,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	})
 	s.tradeCollector.BindStream(session.UserDataStream)
 
-	iw := types.IntervalWindow{Window: s.PivotLength, Interval: s.Interval}
 	store, _ := session.MarketDataStore(s.Symbol)
-	s.pivot = &indicator.Pivot{IntervalWindow: iw}
+	s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
 	s.pivot.Bind(store)
 
 	standardIndicator, _ := session.StandardIndicatorSet(s.Symbol)
@@ -293,12 +292,16 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	session.UserDataStream.OnStart(func() {
 		if klines, ok := store.KLinesOfInterval(s.Interval); ok {
-			s.pivot.Update(*klines)
+			last := (*klines)[len(*klines)-1]
+			log.Debugf("updating pivot indicator: %d klines", len(*klines))
+			for i := s.pivot.Window; i < len(*klines); i++ {
+				s.pivot.Update((*klines)[0 : i+1])
+			}
 
-			log.Infof("found previous lows: %v", s.pivot.Lows)
-			log.Infof("found previous highs: %v", s.pivot.Highs)
+			log.Infof("current %s price: %f", s.Symbol, last.Close.Float64())
+			log.Infof("found %s previous lows: %v", s.Symbol, s.pivot.Lows)
+			log.Infof("found %s previous highs: %v", s.Symbol, s.pivot.Highs)
 		}
-
 		// s.placeBounceSellOrders(ctx, limitPrice, price, orderExecutor)
 	})