diff --git a/pkg/datatype/floats/pivot.go b/pkg/datatype/floats/pivot.go
index b7536cbe3..00bad9427 100644
--- a/pkg/datatype/floats/pivot.go
+++ b/pkg/datatype/floats/pivot.go
@@ -7,10 +7,6 @@ func (s Slice) Pivot(left, right int, f func(a, pivot float64) bool) (float64, b
 func FindPivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool) {
 	length := len(values)
 
-	if right == 0 {
-		right = left
-	}
-
 	if length == 0 || length < left+right+1 {
 		return 0.0, false
 	}
diff --git a/pkg/datatype/floats/pivot_test.go b/pkg/datatype/floats/pivot_test.go
new file mode 100644
index 000000000..5228882ca
--- /dev/null
+++ b/pkg/datatype/floats/pivot_test.go
@@ -0,0 +1,29 @@
+package floats
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+)
+
+func TestFindPivot(t *testing.T) {
+
+	t.Run("middle", func(t *testing.T) {
+		pv, ok := FindPivot(Slice{10, 20, 30, 40, 30, 20}, 2, 2, func(a, pivot float64) bool {
+			return a < pivot
+		})
+		if assert.True(t, ok) {
+			assert.Equal(t, 40., pv)
+		}
+	})
+
+	t.Run("last", func(t *testing.T) {
+		pv, ok := FindPivot(Slice{10, 20, 30, 40, 30, 45}, 2, 0, func(a, pivot float64) bool {
+			return a < pivot
+		})
+		if assert.True(t, ok) {
+			assert.Equal(t, 45., pv)
+		}
+	})
+
+}
diff --git a/pkg/indicator/pivothigh.go b/pkg/indicator/pivothigh.go
index ec90f57f7..2569e31fb 100644
--- a/pkg/indicator/pivothigh.go
+++ b/pkg/indicator/pivothigh.go
@@ -39,7 +39,11 @@ func (inc *PivotHigh) Update(value float64) {
 		return
 	}
 
-	high, ok := calculatePivotHigh(inc.Highs, inc.Window, inc.RightWindow)
+	if inc.RightWindow == nil {
+		inc.RightWindow = &inc.Window
+	}
+
+	high, ok := calculatePivotHigh(inc.Highs, inc.Window, *inc.RightWindow)
 	if !ok {
 		return
 	}
diff --git a/pkg/indicator/pivotlow.go b/pkg/indicator/pivotlow.go
index 2023fc941..021a432ef 100644
--- a/pkg/indicator/pivotlow.go
+++ b/pkg/indicator/pivotlow.go
@@ -39,7 +39,11 @@ func (inc *PivotLow) Update(value float64) {
 		return
 	}
 
-	low, ok := calculatePivotLow(inc.Lows, inc.Window, inc.RightWindow)
+	if inc.RightWindow == nil {
+		inc.RightWindow = &inc.Window
+	}
+
+	low, ok := calculatePivotLow(inc.Lows, inc.Window, *inc.RightWindow)
 	if !ok {
 		return
 	}
diff --git a/pkg/indicator/pivotlow_test.go b/pkg/indicator/pivotlow_test.go
index 318df37a7..2425f530e 100644
--- a/pkg/indicator/pivotlow_test.go
+++ b/pkg/indicator/pivotlow_test.go
@@ -36,8 +36,8 @@ func Test_calculatePivotLow(t *testing.T) {
 		assert.Equal(t, 0.0, low)
 	})
 
-	t.Run("right window 0", func(t *testing.T) {
-		low, ok := calculatePivotLow([]float64{15.0, 13.0, 12.0, 10.0, 14.0, 15.0}, 2, 0)
+	t.Run("right window same", func(t *testing.T) {
+		low, ok := calculatePivotLow([]float64{15.0, 13.0, 12.0, 10.0, 14.0, 15.0}, 2, 2)
 		assert.True(t, ok)
 		assert.Equal(t, 10.0, low)
 	})
diff --git a/pkg/strategy/trendtrader/trend.go b/pkg/strategy/trendtrader/trend.go
index 81876ef30..d562e8344 100644
--- a/pkg/strategy/trendtrader/trend.go
+++ b/pkg/strategy/trendtrader/trend.go
@@ -14,7 +14,7 @@ type TrendLine struct {
 	Market types.Market `json:"-"`
 	types.IntervalWindow
 
-	PivotRightWindow fixedpoint.Value `json:"pivotRightWindow"`
+	PivotRightWindow int `json:"pivotRightWindow"`
 
 	// MarketOrder is the option to enable market order short.
 	MarketOrder bool `json:"marketOrder"`
@@ -35,9 +35,9 @@ func (s *TrendLine) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
 
-	//if s.pivot != nil {
+	// if s.pivot != nil {
 	//	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
-	//}
+	// }
 }
 
 func (s *TrendLine) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
@@ -47,8 +47,14 @@ func (s *TrendLine) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gene
 	position := orderExecutor.Position()
 	symbol := position.Symbol
 	standardIndicator := session.StandardIndicatorSet(s.Symbol)
-	s.pivotHigh = standardIndicator.PivotHigh(types.IntervalWindow{s.Interval, int(3. * s.PivotRightWindow.Float64()), int(s.PivotRightWindow.Float64())})
-	s.pivotLow = standardIndicator.PivotLow(types.IntervalWindow{s.Interval, int(3. * s.PivotRightWindow.Float64()), int(s.PivotRightWindow.Float64())})
+
+	s.pivotHigh = standardIndicator.PivotHigh(types.IntervalWindow{
+		Interval: s.Interval,
+		Window:   int(3. * s.PivotRightWindow), RightWindow: &s.PivotRightWindow})
+
+	s.pivotLow = standardIndicator.PivotLow(types.IntervalWindow{
+		Interval: s.Interval,
+		Window:   int(3. * s.PivotRightWindow), RightWindow: &s.PivotRightWindow})
 
 	resistancePrices := types.NewQueue(3)
 	pivotHighDurationCounter := 0.
@@ -124,7 +130,9 @@ func (s *TrendLine) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gene
 	}
 }
 
-func (s *TrendLine) placeOrder(ctx context.Context, side types.SideType, quantity fixedpoint.Value, symbol string) error {
+func (s *TrendLine) placeOrder(
+	ctx context.Context, side types.SideType, quantity fixedpoint.Value, symbol string,
+) error {
 	market, _ := s.session.Market(symbol)
 	_, err := s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
 		Symbol:   symbol,
diff --git a/pkg/types/interval.go b/pkg/types/interval.go
index 3410b0657..689da68e7 100644
--- a/pkg/types/interval.go
+++ b/pkg/types/interval.go
@@ -179,7 +179,7 @@ type IntervalWindow struct {
 	Window int `json:"window"`
 
 	// RightWindow is used by the pivot indicator
-	RightWindow int `json:"rightWindow"`
+	RightWindow *int `json:"rightWindow"`
 }
 
 type IntervalWindowBandWidth struct {