diff --git a/pkg/strategy/atrpin/strategy.go b/pkg/strategy/atrpin/strategy.go
index cd817fa69..14653f4cb 100644
--- a/pkg/strategy/atrpin/strategy.go
+++ b/pkg/strategy/atrpin/strategy.go
@@ -20,7 +20,7 @@ func init() {
 }
 
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -62,7 +62,6 @@ func (s *Strategy) Defaults() error {
 }
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	atr := session.Indicators(s.Symbol).ATR(s.Interval, s.Window)
diff --git a/pkg/strategy/dca2/strategy.go b/pkg/strategy/dca2/strategy.go
index 597eb69da..a91d3fd3b 100644
--- a/pkg/strategy/dca2/strategy.go
+++ b/pkg/strategy/dca2/strategy.go
@@ -26,7 +26,7 @@ func init() {
 }
 
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -101,7 +101,6 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 	instanceID := s.InstanceID()
 
diff --git a/pkg/strategy/fixedmaker/strategy.go b/pkg/strategy/fixedmaker/strategy.go
index 48748370d..7b0f6fec9 100644
--- a/pkg/strategy/fixedmaker/strategy.go
+++ b/pkg/strategy/fixedmaker/strategy.go
@@ -23,7 +23,7 @@ func init() {
 
 // Fixed spread market making strategy
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -77,7 +77,6 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	s.activeOrderBook = bbgo.NewActiveOrderBook(s.Symbol)
diff --git a/pkg/strategy/liquiditymaker/strategy.go b/pkg/strategy/liquiditymaker/strategy.go
index 9d90e8fed..21af78dd4 100644
--- a/pkg/strategy/liquiditymaker/strategy.go
+++ b/pkg/strategy/liquiditymaker/strategy.go
@@ -32,7 +32,7 @@ func init() {
 // - place enough total liquidity amount on the order book, for example, 20k USDT value liquidity on both sell and buy
 // - ensure the spread by placing the orders from the mid price (or the last trade price)
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -81,7 +81,6 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	s.orderGenerator = &LiquidityOrderGenerator{
diff --git a/pkg/strategy/random/strategy.go b/pkg/strategy/random/strategy.go
index 96b56cb5a..40ed6026b 100644
--- a/pkg/strategy/random/strategy.go
+++ b/pkg/strategy/random/strategy.go
@@ -23,7 +23,7 @@ func init() {
 }
 
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -67,7 +67,6 @@ func (s *Strategy) Validate() error {
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {}
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, s.ID(), s.InstanceID())
 
 	session.UserDataStream.OnStart(func() {
diff --git a/pkg/strategy/rsicross/strategy.go b/pkg/strategy/rsicross/strategy.go
index eb6c055eb..0993201eb 100644
--- a/pkg/strategy/rsicross/strategy.go
+++ b/pkg/strategy/rsicross/strategy.go
@@ -9,7 +9,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/indicator/v2"
+	indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
 	"github.com/c9s/bbgo/pkg/strategy/common"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -21,7 +21,7 @@ func init() {
 }
 
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -49,7 +49,6 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	fastRsi := session.Indicators(s.Symbol).RSI(types.IntervalWindow{Interval: s.Interval, Window: s.FastWindow})
diff --git a/pkg/strategy/scmaker/strategy.go b/pkg/strategy/scmaker/strategy.go
index 79e3f8956..fffe9cbc2 100644
--- a/pkg/strategy/scmaker/strategy.go
+++ b/pkg/strategy/scmaker/strategy.go
@@ -34,7 +34,7 @@ func init() {
 
 // Strategy scmaker is a stable coin market maker
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -88,7 +88,6 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	s.book = types.NewStreamBook(s.Symbol)
diff --git a/pkg/strategy/wall/strategy.go b/pkg/strategy/wall/strategy.go
index 0967b241a..83b825f11 100644
--- a/pkg/strategy/wall/strategy.go
+++ b/pkg/strategy/wall/strategy.go
@@ -30,7 +30,7 @@ func init() {
 }
 
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 	Market      types.Market
@@ -235,7 +235,6 @@ func (s *Strategy) placeWallOrders(ctx context.Context, orderExecutor bbgo.Order
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 
 	// initial required information
diff --git a/pkg/strategy/xfixedmaker/strategy.go b/pkg/strategy/xfixedmaker/strategy.go
index 2e6f927f1..be5ca3d3f 100644
--- a/pkg/strategy/xfixedmaker/strategy.go
+++ b/pkg/strategy/xfixedmaker/strategy.go
@@ -23,7 +23,7 @@ func init() {
 
 // Fixed spread market making strategy
 type Strategy struct {
-	*common.Strategy
+	common.Strategy
 
 	Environment *bbgo.Environment
 
@@ -109,7 +109,6 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 	}
 	s.market = market
 
-	s.Strategy = &common.Strategy{}
 	s.Strategy.Initialize(ctx, s.Environment, tradingSession, s.market, ID, s.InstanceID())
 
 	s.orderPriceRiskControl = NewOrderPriceRiskControl(