diff --git a/config/drift.yaml b/config/drift.yaml
index b2459d22e..3d2a5a23e 100644
--- a/config/drift.yaml
+++ b/config/drift.yaml
@@ -28,28 +28,32 @@ exchangeStrategies:
     # kline interval for indicators
     interval: 15m
     window: 2
-    stoploss: 0.3%
+    stoploss: 4.3%
     source: close
     predictOffset: 2
-    noTrailingStopLoss: false
+    noTrailingStopLoss: true
     trailingStopLossType: kline
     # stddev on high/low-source
-    hlVarianceMultiplier: 0.23
+    hlVarianceMultiplier: 0.1
     hlRangeWindow: 5
-    window1m: 24
-    smootherWindow1m: 24
-    fisherTransformWindow1m: 162
-    smootherWindow: 1
-    fisherTransformWindow: 9
+    window1m: 49
+    smootherWindow1m: 80
+    fisherTransformWindow1m: 74
+    smootherWindow: 3
+    fisherTransformWindow: 160
     atrWindow: 14
     # orders not been traded will be canceled after `pendingMinutes` minutes
-    pendingMinutes: 3
+    pendingMinutes: 10
     noRebalance: true
     trendWindow: 12
     rebalanceFilter: 1.5
 
-    trailingActivationRatio: [0.004]
-    trailingCallbackRate: [0.001]
+    trailingActivationRatio: [0.003]
+    trailingCallbackRate: [0.0006]
+    driftFilterPos: 1.2
+    driftFilterNeg: -1.2
+    ddriftFilterPos: 0.4
+    ddriftFilterNeg: -0.4
 
     generateGraph: true
     graphPNLDeductFee: true
diff --git a/config/driftBTC.yaml b/config/driftBTC.yaml
index 93e272fe3..14cea486e 100644
--- a/config/driftBTC.yaml
+++ b/config/driftBTC.yaml
@@ -27,45 +27,51 @@ exchangeStrategies:
     symbol: BTCUSDT
     # kline interval for indicators
     interval: 15m
-    window: 2
-    stoploss: 0.2%
+    window: 1
+    stoploss: 1.2%
     source: close
     predictOffset: 2
     noTrailingStopLoss: false
     trailingStopLossType: kline
     # stddev on high/low-source
-    hlVarianceMultiplier: 0.22
+    hlVarianceMultiplier: 0.1
     hlRangeWindow: 5
     smootherWindow: 1
-    fisherTransformWindow: 9
-    window1m: 22
-    smootherWindow1m: 18
-    fisherTransformWindow1m: 162
+    fisherTransformWindow: 34
+    window1m: 58
+    smootherWindow1m: 118
+    fisherTransformWindow1m: 319
     atrWindow: 14
     # orders not been traded will be canceled after `pendingMinutes` minutes
-    pendingMinutes: 5
+    pendingMinutes: 10
     noRebalance: true
     trendWindow: 576
     rebalanceFilter: 0
+    driftFilterPos: 1.8
+    driftFilterNeg: -1.8
+    ddriftFilterPos: 0.5
+    ddriftFilterNeg: -0.5 #-1.6
     
     # ActivationRatio should be increasing order
     # when farest price from entry goes over that ratio, start using the callback ratio accordingly to do trailingstop
     #trailingActivationRatio: [0.01, 0.016, 0.05]
-    trailingActivationRatio: [0.0012, 0.002, 0.01, 0.016]
+    #trailingActivationRatio: [0.001, 0.0081, 0.022]
+    trailingActivationRatio: [0.0029, 0.028]
     #trailingActivationRatio: []
     #trailingCallbackRate: []
     #trailingCallbackRate: [0.002, 0.01, 0.1]
-    trailingCallbackRate: [0.0004, 0.0008, 0.002, 0.01]
+    #trailingCallbackRate: [0.0004, 0.0009, 0.018]
+    trailingCallbackRate: [0.0005, 0.0149]
 
     generateGraph: true
     graphPNLDeductFee: false
     graphPNLPath: "./pnl.png"
     graphCumPNLPath: "./cumpnl.png"
     #exits:
-       #- roiStopLoss:
-       # percentage: 0.35%
+    #   - roiStopLoss:
+    #           percentage: 0.35%
        #- roiTakeProfit:
-       #percentage: 0.7%
+       #        percentage: 0.7%
        #- protectiveStopLoss:
        #  activationRatio: 0.5%
        #  stopLossRatio: 0.2%
@@ -118,8 +124,8 @@ sync:
     - BTCUSDT
 
 backtest:
-  startTime: "2022-01-01"
-  endTime: "2022-08-30"
+  startTime: "2022-08-01"
+  endTime: "2022-08-31"
   symbols:
     - BTCUSDT
   sessions: [binance]
@@ -128,5 +134,5 @@ backtest:
       makerFeeRate: 0.000
       #takerFeeRate: 0.000
       balances:
-        BTC: 1
-        USDT: 5000
+        BTC: 0
+        USDT: 21
diff --git a/pkg/backtest/matching.go b/pkg/backtest/matching.go
index 92b9dafc7..64bcdef23 100644
--- a/pkg/backtest/matching.go
+++ b/pkg/backtest/matching.go
@@ -138,7 +138,7 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
 
 	switch o.Type {
 	case types.OrderTypeMarket:
-		price = m.LastPrice
+		price = m.Market.TruncatePrice(m.LastPrice)
 
 	case types.OrderTypeStopMarket:
 		// the actual price might be different.
@@ -181,9 +181,9 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
 
 	if isTaker {
 		if order.Type == types.OrderTypeMarket {
-			order.Price = m.LastPrice
+			order.Price = m.Market.TruncatePrice(m.LastPrice)
 		} else if order.Type == types.OrderTypeLimit {
-			order.AveragePrice = m.LastPrice
+			order.AveragePrice = m.Market.TruncatePrice(m.LastPrice)
 		}
 
 		// emit the order update for Status:New
@@ -193,7 +193,7 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
 		var order2 = order
 
 		// emit trade before we publish order
-		trade := m.newTradeFromOrder(&order2, false, m.LastPrice)
+		trade := m.newTradeFromOrder(&order2, false, m.Market.TruncatePrice(m.LastPrice))
 		m.executeTrade(trade)
 
 		// unlock the rest balances for limit taker
diff --git a/pkg/cmd/strategy/builtin.go b/pkg/cmd/strategy/builtin.go
index d00c5f824..136be0a8a 100644
--- a/pkg/cmd/strategy/builtin.go
+++ b/pkg/cmd/strategy/builtin.go
@@ -6,6 +6,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/dca"
+	_ "github.com/c9s/bbgo/pkg/strategy/drift"
 	_ "github.com/c9s/bbgo/pkg/strategy/emastop"
 	_ "github.com/c9s/bbgo/pkg/strategy/etf"
 	_ "github.com/c9s/bbgo/pkg/strategy/ewoDgtrd"
@@ -33,5 +34,4 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/xnav"
 	_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
-	_ "github.com/c9s/bbgo/pkg/strategy/drift"
 )
diff --git a/pkg/indicator/gma.go b/pkg/indicator/gma.go
new file mode 100644
index 000000000..c1fb3aa11
--- /dev/null
+++ b/pkg/indicator/gma.go
@@ -0,0 +1,72 @@
+package indicator
+
+import (
+	"math"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// Geometric Moving Average
+//go:generate callbackgen -type GMA
+type GMA struct {
+	types.SeriesBase
+	types.IntervalWindow
+	SMA             *SMA
+	UpdateCallbacks []func(value float64)
+}
+
+func (inc *GMA) Last() float64 {
+	if inc.SMA == nil {
+		return 0.0
+	}
+	return math.Exp(inc.SMA.Last())
+}
+
+func (inc *GMA) Index(i int) float64 {
+	if inc.SMA == nil {
+		return 0.0
+	}
+	return math.Exp(inc.SMA.Index(i))
+}
+
+func (inc *GMA) Length() int {
+	return inc.SMA.Length()
+}
+
+func (inc *GMA) Update(value float64) {
+	if inc.SMA == nil {
+		inc.SMA = &SMA{IntervalWindow: inc.IntervalWindow}
+	}
+	inc.SMA.Update(math.Log(value))
+}
+
+func (inc *GMA) Clone() (out *GMA) {
+	out = &GMA{
+		IntervalWindow: inc.IntervalWindow,
+		SMA:            inc.SMA.Clone().(*SMA),
+	}
+	out.SeriesBase.Series = out
+	return out
+}
+
+func (inc *GMA) TestUpdate(value float64) *GMA {
+	out := inc.Clone()
+	out.Update(value)
+	return out
+}
+
+var _ types.SeriesExtend = &GMA{}
+
+func (inc *GMA) PushK(k types.KLine) {
+	inc.Update(k.Close.Float64())
+}
+
+func (inc *GMA) LoadK(allKLines []types.KLine) {
+	for _, k := range allKLines {
+		inc.PushK(k)
+	}
+}
+
+func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
+	target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
+}
diff --git a/pkg/indicator/gma_callbacks.go b/pkg/indicator/gma_callbacks.go
new file mode 100644
index 000000000..28e0cd867
--- /dev/null
+++ b/pkg/indicator/gma_callbacks.go
@@ -0,0 +1,15 @@
+// Code generated by "callbackgen -type GMA"; DO NOT EDIT.
+
+package indicator
+
+import ()
+
+func (inc *GMA) OnUpdate(cb func(value float64)) {
+	inc.UpdateCallbacks = append(inc.UpdateCallbacks, cb)
+}
+
+func (inc *GMA) EmitUpdate(value float64) {
+	for _, cb := range inc.UpdateCallbacks {
+		cb(value)
+	}
+}
diff --git a/pkg/indicator/gma_test.go b/pkg/indicator/gma_test.go
new file mode 100644
index 000000000..ab9740e09
--- /dev/null
+++ b/pkg/indicator/gma_test.go
@@ -0,0 +1,61 @@
+package indicator
+
+import (
+	"encoding/json"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+/*
+python:
+
+import pandas as pd
+from scipy.stats.mstats import gmean
+
+data = pd.Series([1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9])
+gmean(data[-5:])
+gmean(data[-6:-1])
+gmean(pd.concat(data[-4:], pd.Series([1.3])))
+*/
+func Test_GMA(t *testing.T) {
+	var randomPrices = []byte(`[1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9]`)
+	var input []fixedpoint.Value
+	if err := json.Unmarshal(randomPrices, &input); err != nil {
+		panic(err)
+	}
+	tests := []struct {
+		name         string
+		kLines       []types.KLine
+		want         float64
+		next         float64
+		update       float64
+		updateResult float64
+		all          int
+	}{
+		{
+			name:         "test",
+			kLines:       buildKLines(input),
+			want:         1.6940930229200213,
+			next:         1.5937204331251167,
+			update:       1.3,
+			updateResult: 1.6462950504034335,
+			all:          24,
+		},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			gma := GMA{IntervalWindow: types.IntervalWindow{Window: 5}}
+			for _, k := range tt.kLines {
+				gma.PushK(k)
+			}
+			assert.InDelta(t, tt.want, gma.Last(), Delta)
+			assert.InDelta(t, tt.next, gma.Index(1), Delta)
+			gma.Update(tt.update)
+			assert.InDelta(t, tt.updateResult, gma.Last(), Delta)
+			assert.Equal(t, tt.all, gma.Length())
+		})
+	}
+}
diff --git a/pkg/indicator/wdrift.go b/pkg/indicator/wdrift.go
new file mode 100644
index 000000000..01a3ca753
--- /dev/null
+++ b/pkg/indicator/wdrift.go
@@ -0,0 +1,147 @@
+package indicator
+
+import (
+	"math"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/
+// Brownian Motion's drift factor
+// could be used in Monte Carlo Simulations
+//go:generate callbackgen -type WeightedDrift
+type WeightedDrift struct {
+	types.SeriesBase
+	types.IntervalWindow
+	chng            *types.Queue
+	Values          types.Float64Slice
+	MA              types.UpdatableSeriesExtend
+	Weight          *types.Queue
+	LastValue       float64
+	UpdateCallbacks []func(value float64)
+}
+
+func (inc *WeightedDrift) Update(value float64, weight float64) {
+	if inc.chng == nil {
+		inc.SeriesBase.Series = inc
+		if inc.MA == nil {
+			inc.MA = &SMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: inc.Window}}
+		}
+		inc.Weight = types.NewQueue(10)
+		inc.chng = types.NewQueue(inc.Window)
+		inc.LastValue = value
+		inc.Weight.Update(weight)
+		return
+	}
+	inc.Weight.Update(weight)
+	base := inc.Weight.Lowest(10)
+	multiplier := int(weight / base)
+	var chng float64
+	if value == 0 {
+		chng = 0
+	} else {
+		chng = math.Log(value/inc.LastValue) / weight * base
+		inc.LastValue = value
+	}
+	for i := 0; i < multiplier; i++ {
+		inc.MA.Update(chng)
+		inc.chng.Update(chng)
+	}
+	if inc.chng.Length() >= inc.Window {
+		stdev := types.Stdev(inc.chng, inc.Window)
+		drift := inc.MA.Last() - stdev*stdev*0.5
+		inc.Values.Push(drift)
+	}
+}
+
+// Assume that MA is SMA
+func (inc *WeightedDrift) ZeroPoint() float64 {
+	window := float64(inc.Window)
+	stdev := types.Stdev(inc.chng, inc.Window)
+	chng := inc.chng.Index(inc.Window - 1)
+	/*b := -2 * inc.MA.Last() - 2
+	c := window * stdev * stdev - chng * chng + 2 * chng * (inc.MA.Last() + 1) - 2 * inc.MA.Last() * window
+
+	root := math.Sqrt(b*b - 4*c)
+	K1 := (-b + root)/2
+	K2 := (-b - root)/2
+	N1 := math.Exp(K1) * inc.LastValue
+	N2 := math.Exp(K2) * inc.LastValue
+	if math.Abs(inc.LastValue-N1) < math.Abs(inc.LastValue-N2) {
+		return N1
+	} else {
+		return N2
+	}*/
+	return inc.LastValue * math.Exp(window*(0.5*stdev*stdev)+chng-inc.MA.Last()*window)
+}
+
+func (inc *WeightedDrift) Clone() (out *WeightedDrift) {
+	out = &WeightedDrift{
+		IntervalWindow: inc.IntervalWindow,
+		chng:           inc.chng.Clone(),
+		Values:         inc.Values[:],
+		MA:             types.Clone(inc.MA),
+		Weight:         inc.Weight.Clone(),
+		LastValue:      inc.LastValue,
+	}
+	out.SeriesBase.Series = out
+	return out
+}
+
+func (inc *WeightedDrift) TestUpdate(value float64, weight float64) *WeightedDrift {
+	out := inc.Clone()
+	out.Update(value, weight)
+	return out
+}
+
+func (inc *WeightedDrift) Index(i int) float64 {
+	if inc.Values == nil {
+		return 0
+	}
+	return inc.Values.Index(i)
+}
+
+func (inc *WeightedDrift) Last() float64 {
+	if inc.Values.Length() == 0 {
+		return 0
+	}
+	return inc.Values.Last()
+}
+
+func (inc *WeightedDrift) Length() int {
+	if inc.Values == nil {
+		return 0
+	}
+	return inc.Values.Length()
+}
+
+var _ types.SeriesExtend = &Drift{}
+
+func (inc *WeightedDrift) PushK(k types.KLine) {
+	inc.Update(k.Close.Float64(), k.Volume.Float64())
+}
+
+func (inc *WeightedDrift) CalculateAndUpdate(allKLines []types.KLine) {
+	if inc.chng == nil {
+		for _, k := range allKLines {
+			inc.PushK(k)
+			inc.EmitUpdate(inc.Last())
+		}
+	} else {
+		k := allKLines[len(allKLines)-1]
+		inc.PushK(k)
+		inc.EmitUpdate(inc.Last())
+	}
+}
+
+func (inc *WeightedDrift) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
+	if inc.Interval != interval {
+		return
+	}
+
+	inc.CalculateAndUpdate(window)
+}
+
+func (inc *WeightedDrift) Bind(updater KLineWindowUpdater) {
+	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
+}
diff --git a/pkg/indicator/wdrift_test.go b/pkg/indicator/wdrift_test.go
new file mode 100644
index 000000000..1cf6c4120
--- /dev/null
+++ b/pkg/indicator/wdrift_test.go
@@ -0,0 +1,47 @@
+package indicator
+
+import (
+	"encoding/json"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func Test_WDrift(t *testing.T) {
+	var randomPrices = []byte(`[1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9, 1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 4, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
+	var input []fixedpoint.Value
+	if err := json.Unmarshal(randomPrices, &input); err != nil {
+		panic(err)
+	}
+	buildKLines := func(prices []fixedpoint.Value) (klines []types.KLine) {
+		for _, p := range prices {
+			klines = append(klines, types.KLine{Close: p, Volume: fixedpoint.One})
+		}
+
+		return klines
+	}
+	tests := []struct {
+		name   string
+		kLines []types.KLine
+		all    int
+	}{
+		{
+			name:   "random_case",
+			kLines: buildKLines(input),
+			all:    47,
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			drift := WeightedDrift{IntervalWindow: types.IntervalWindow{Window: 3}}
+			drift.CalculateAndUpdate(tt.kLines)
+			assert.Equal(t, drift.Length(), tt.all)
+			for _, v := range drift.Values {
+				assert.LessOrEqual(t, v, 1.0)
+			}
+		})
+	}
+}
diff --git a/pkg/indicator/weighteddrift_callbacks.go b/pkg/indicator/weighteddrift_callbacks.go
new file mode 100644
index 000000000..476e61506
--- /dev/null
+++ b/pkg/indicator/weighteddrift_callbacks.go
@@ -0,0 +1,15 @@
+// Code generated by "callbackgen -type WeightedDrift"; DO NOT EDIT.
+
+package indicator
+
+import ()
+
+func (inc *WeightedDrift) OnUpdate(cb func(value float64)) {
+	inc.UpdateCallbacks = append(inc.UpdateCallbacks, cb)
+}
+
+func (inc *WeightedDrift) EmitUpdate(value float64) {
+	for _, cb := range inc.UpdateCallbacks {
+		cb(value)
+	}
+}
diff --git a/pkg/strategy/drift/driftma.go b/pkg/strategy/drift/driftma.go
index 6660371c5..6754e0001 100644
--- a/pkg/strategy/drift/driftma.go
+++ b/pkg/strategy/drift/driftma.go
@@ -7,14 +7,14 @@ import (
 
 type DriftMA struct {
 	types.SeriesBase
+	drift *indicator.WeightedDrift
 	ma1   types.UpdatableSeriesExtend
-	drift *indicator.Drift
 	ma2   types.UpdatableSeriesExtend
 }
 
-func (s *DriftMA) Update(value float64) {
+func (s *DriftMA) Update(value, weight float64) {
 	s.ma1.Update(value)
-	s.drift.Update(s.ma1.Last())
+	s.drift.Update(s.ma1.Last(), weight)
 	s.ma2.Update(s.drift.Last())
 }
 
@@ -36,16 +36,16 @@ func (s *DriftMA) ZeroPoint() float64 {
 
 func (s *DriftMA) Clone() *DriftMA {
 	out := DriftMA{
-		ma1:   types.Clone(s.ma1),
 		drift: s.drift.Clone(),
+		ma1:   types.Clone(s.ma1),
 		ma2:   types.Clone(s.ma2),
 	}
 	out.SeriesBase.Series = &out
 	return &out
 }
 
-func (s *DriftMA) TestUpdate(v float64) *DriftMA {
+func (s *DriftMA) TestUpdate(v, weight float64) *DriftMA {
 	out := s.Clone()
-	out.Update(v)
+	out.Update(v, weight)
 	return out
 }
diff --git a/pkg/strategy/drift/strategy.go b/pkg/strategy/drift/strategy.go
index c0bd79ae4..73600240d 100644
--- a/pkg/strategy/drift/strategy.go
+++ b/pkg/strategy/drift/strategy.go
@@ -24,11 +24,6 @@ import (
 
 const ID = "drift"
 
-const DDriftFilterNeg = -0.7
-const DDriftFilterPos = 0.7
-const DriftFilterNeg = -1.85
-const DriftFilterPos = 1.85
-
 var log = logrus.WithField("strategy", ID)
 var Four fixedpoint.Value = fixedpoint.NewFromInt(4)
 var Three fixedpoint.Value = fixedpoint.NewFromInt(3)
@@ -82,8 +77,8 @@ type Strategy struct {
 	TrailingStopLossType      string           `json:"trailingStopLossType"` // trailing stop sources. Possible options are `kline` for 1m kline and `realtime` from order updates
 	HLRangeWindow             int              `json:"hlRangeWindow"`
 	Window1m                  int              `json:"window1m"`
-	SmootherWindow1m          int              `json:"smootherWindow1m"`
 	FisherTransformWindow1m   int              `json:"fisherTransformWindow1m"`
+	SmootherWindow1m          int              `json:"smootherWindow1m"`
 	SmootherWindow            int              `json:"smootherWindow"`
 	FisherTransformWindow     int              `json:"fisherTransformWindow"`
 	ATRWindow                 int              `json:"atrWindow"`
@@ -94,6 +89,11 @@ type Strategy struct {
 	TrailingCallbackRate      []float64        `json:"trailingCallbackRate"`
 	TrailingActivationRatio   []float64        `json:"trailingActivationRatio"`
 
+	DriftFilterNeg  float64 `json:"driftFilterNeg"`
+	DriftFilterPos  float64 `json:"driftFilterPos"`
+	DDriftFilterNeg float64 `json:"ddriftFilterNeg"`
+	DDriftFilterPos float64 `json:"ddriftFilterPos"`
+
 	buyPrice     float64 `persistence:"buy_price"`
 	sellPrice    float64 `persistence:"sell_price"`
 	highestPrice float64 `persistence:"highest_price"`
@@ -209,7 +209,7 @@ func (s *Strategy) initIndicators(priceLines *types.Queue) error {
 	s.stdevHigh = &indicator.StdDev{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.HLRangeWindow}}
 	s.stdevLow = &indicator.StdDev{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.HLRangeWindow}}
 	s.drift = &DriftMA{
-		drift: &indicator.Drift{
+		drift: &indicator.WeightedDrift{
 			MA:             &indicator.SMA{IntervalWindow: s.IntervalWindow},
 			IntervalWindow: s.IntervalWindow,
 		},
@@ -222,13 +222,14 @@ func (s *Strategy) initIndicators(priceLines *types.Queue) error {
 	}
 	s.drift.SeriesBase.Series = s.drift
 	s.drift1m = &DriftMA{
-		drift: &indicator.Drift{
+		drift: &indicator.WeightedDrift{
 			MA:             &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: types.Interval1m, Window: s.Window1m}},
 			IntervalWindow: types.IntervalWindow{Interval: types.Interval1m, Window: s.Window1m},
 		},
 		ma1: &indicator.EWMA{
 			IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.SmootherWindow1m},
 		},
+
 		ma2: &indicator.FisherTransform{
 			IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.FisherTransformWindow1m},
 		},
@@ -250,7 +251,7 @@ func (s *Strategy) initIndicators(priceLines *types.Queue) error {
 		s.ma.Update(source)
 		s.stdevHigh.Update(high - s.ma.Last())
 		s.stdevLow.Update(s.ma.Last() - low)
-		s.drift.Update(source)
+		s.drift.Update(source, kline.Volume.Float64())
 		s.trendLine.Update(source)
 		s.atr.PushK(kline)
 		priceLines.Update(source)
@@ -264,7 +265,7 @@ func (s *Strategy) initIndicators(priceLines *types.Queue) error {
 	}
 	for _, kline := range *klines {
 		source := s.getSource(&kline).Float64()
-		s.drift1m.Update(source)
+		s.drift1m.Update(source, kline.Volume.Float64())
 		if s.drift1m.Last() != s.drift1m.Last() {
 			panic(fmt.Sprintf("%f %v %f %f", source, s.drift1m.drift.Values.Index(1), s.drift1m.ma2.Last(), s.drift1m.drift.LastValue))
 		}
@@ -436,7 +437,7 @@ func (s *Strategy) initTickerFunctions(ctx context.Context) {
 
 }
 
-func (s *Strategy) DrawIndicators(time types.Time, priceLine types.SeriesExtend, zeroPoints types.Series) *types.Canvas {
+func (s *Strategy) DrawIndicators(time types.Time, priceLine types.SeriesExtend) *types.Canvas {
 	canvas := types.NewCanvas(s.InstanceID(), s.Interval)
 	Length := priceLine.Length()
 	if Length > 300 {
@@ -458,7 +459,6 @@ func (s *Strategy) DrawIndicators(time types.Time, priceLine types.SeriesExtend,
 	canvas.Plot("drift1m", s.drift1m.Mul(highestPrice/h1m).Add(mean), time, Length*s.Interval.Minutes(), types.Interval1m)
 	canvas.Plot("zero", types.NumberSeries(mean), time, Length)
 	canvas.Plot("price", priceLine, time, Length)
-	canvas.Plot("zeroPoint", zeroPoints, time, Length)
 	return canvas
 }
 
@@ -497,8 +497,8 @@ func (s *Strategy) DrawCumPNL(cumProfit types.Series) *types.Canvas {
 	return canvas
 }
 
-func (s *Strategy) Draw(time types.Time, priceLine types.SeriesExtend, profit types.Series, cumProfit types.Series, zeroPoints types.Series) {
-	canvas := s.DrawIndicators(time, priceLine, zeroPoints)
+func (s *Strategy) Draw(time types.Time, priceLine types.SeriesExtend, profit types.Series, cumProfit types.Series) {
+	canvas := s.DrawIndicators(time, priceLine)
 	f, err := os.Create(s.CanvasPath)
 	if err != nil {
 		log.WithError(err).Errorf("cannot create on %s", s.CanvasPath)
@@ -678,14 +678,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 		s.positionLock.Lock()
 		defer s.positionLock.Unlock()
-		if tag == "close" {
+		// tag == "" is for exits trades
+		if tag == "close" || tag == "" {
 			if s.p.IsDust(trade.Price) {
 				s.buyPrice = 0
 				s.sellPrice = 0
 				s.highestPrice = 0
 				s.lowestPrice = 0
 			} else if s.p.IsLong() {
-
 				s.buyPrice = trade.Price.Float64()
 				s.sellPrice = 0
 				s.highestPrice = s.buyPrice
@@ -735,7 +735,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	}
 	s.initTickerFunctions(ctx)
 
-	zeroPoints := types.NewQueue(300)
 	stoploss := s.StopLoss.Float64()
 	// default value: use 1m kline
 	if !s.NoTrailingStopLoss && s.IsBackTesting() || s.TrailingStopLossType == "" {
@@ -743,7 +742,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	}
 
 	bbgo.RegisterCommand("/draw", "Draw Indicators", func(reply interact.Reply) {
-		canvas := s.DrawIndicators(s.frameKLine.StartTime, priceLine, zeroPoints)
+		canvas := s.DrawIndicators(s.frameKLine.StartTime, priceLine)
 		var buffer bytes.Buffer
 		if err := canvas.Render(chart.PNG, &buffer); err != nil {
 			log.WithError(err).Errorf("cannot render indicators in drift")
@@ -810,7 +809,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 		if kline.Interval == types.Interval1m {
 			s.kline1m.Set(&kline)
-			s.drift1m.Update(s.getSource(&kline).Float64())
+			s.drift1m.Update(s.getSource(&kline).Float64(), kline.Volume.Float64())
 			s.minutesCounter += 1
 			if s.Status != types.StrategyStatusRunning {
 				return
@@ -865,10 +864,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		priceLine.Update(sourcef)
 		s.ma.Update(sourcef)
 		s.trendLine.Update(sourcef)
-		s.drift.Update(sourcef)
+		s.drift.Update(sourcef, kline.Volume.Float64())
 
-		zeroPoint := s.drift.ZeroPoint()
-		zeroPoints.Update(zeroPoint)
 		s.atr.PushK(kline)
 		drift = s.drift.Array(2)
 		ddrift := s.drift.drift.Array(2)
@@ -889,7 +886,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 
 		s.positionLock.Lock()
-		log.Errorf("highdiff: %3.2f ma: %.2f, close: %8v, high: %8v, low: %8v, time: %v", s.stdevHigh.Last(), s.ma.Last(), kline.Close, kline.High, kline.Low, kline.StartTime)
+		log.Errorf("highdiff: %3.2f ma: %.2f, close: %8v, high: %8v, low: %8v, time: %v %v", s.stdevHigh.Last(), s.ma.Last(), kline.Close, kline.High, kline.Low, kline.StartTime, kline.EndTime)
 		if s.lowestPrice > 0 && lowf < s.lowestPrice {
 			s.lowestPrice = lowf
 		}
@@ -905,17 +902,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		bbgo.Notify("source: %.4f, price: %.4f, driftPred: %.4f, ddriftPred: %.4f, drift[1]: %.4f, ddrift[1]: %.4f, atr: %.4f, lowf %.4f, highf: %.4f lowest: %.4f highest: %.4f sp %.4f bp %.4f",
 			sourcef, pricef, driftPred, ddriftPred, drift[1], ddrift[1], atr, lowf, highf, s.lowestPrice, s.highestPrice, s.sellPrice, s.buyPrice)
 		// Notify will parse args to strings and process separately
-		bbgo.Notify("balances: [Base] %s(%v %s) [Quote] %s [Total] %v %s",
+		bbgo.Notify("balances: [Total] %v %s [Base] %s(%v %s) [Quote] %s",
+			s.CalcAssetValue(price),
+			s.Market.QuoteCurrency,
 			balances[s.Market.BaseCurrency].String(),
 			balances[s.Market.BaseCurrency].Total().Mul(price),
 			s.Market.QuoteCurrency,
 			balances[s.Market.QuoteCurrency].String(),
-			s.CalcAssetValue(price),
-			s.Market.QuoteCurrency,
 		)
 
-		shortCondition := (drift[1] >= DriftFilterNeg || ddrift[1] >= 0) && (driftPred <= DDriftFilterNeg || ddriftPred <= 0) || drift[1] < 0 && drift[0] < 0
-		longCondition := (drift[1] <= DriftFilterPos || ddrift[1] <= 0) && (driftPred >= DDriftFilterPos || ddriftPred >= 0) || drift[1] > 0 && drift[0] > 0
+		shortCondition := (drift[1] >= s.DriftFilterNeg || ddrift[1] >= 0) && (driftPred <= s.DDriftFilterNeg || ddriftPred <= 0) || drift[1] < 0 && drift[0] < 0
+		longCondition := (drift[1] <= s.DriftFilterPos || ddrift[1] <= 0) && (driftPred >= s.DDriftFilterPos || ddriftPred >= 0) || drift[1] > 0 && drift[0] > 0
 		if shortCondition && longCondition {
 			if drift[1] > drift[0] {
 				longCondition = false
@@ -1036,7 +1033,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		os.Stdout.Write(buffer.Bytes())
 
 		if s.GenerateGraph {
-			s.Draw(s.frameKLine.StartTime, priceLine, &profit, &cumProfit, zeroPoints)
+			s.Draw(s.frameKLine.StartTime, priceLine, &profit, &cumProfit)
 		}
 
 		wg.Done()