diff --git a/pkg/bbgo/exit_protective_stop_loss.go b/pkg/bbgo/exit_protective_stop_loss.go
index 456a9f6bd..5928337ca 100644
--- a/pkg/bbgo/exit_protective_stop_loss.go
+++ b/pkg/bbgo/exit_protective_stop_loss.go
@@ -9,6 +9,8 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const enableMarketTradeStop = false
+
 type ProtectiveStopLoss struct {
 	Symbol string `json:"symbol"`
 
@@ -122,7 +124,7 @@ func (s *ProtectiveStopLoss) Bind(session *ExchangeSession, orderExecutor *Gener
 		}
 	})
 
-	if !IsBackTesting {
+	if !IsBackTesting && enableMarketTradeStop {
 		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
 			if trade.Symbol != position.Symbol {
 				return
diff --git a/pkg/bbgo/exit_roi_stop_loss.go b/pkg/bbgo/exit_roi_stop_loss.go
index 875934f41..4dab15a1c 100644
--- a/pkg/bbgo/exit_roi_stop_loss.go
+++ b/pkg/bbgo/exit_roi_stop_loss.go
@@ -29,7 +29,7 @@ func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrder
 		s.checkStopPrice(kline.Close, position)
 	}))
 
-	if !IsBackTesting {
+	if !IsBackTesting && enableMarketTradeStop {
 		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
 			if trade.Symbol != position.Symbol {
 				return
diff --git a/pkg/bbgo/exit_trailing_stop.go b/pkg/bbgo/exit_trailing_stop.go
index 809296df5..c66d031f7 100644
--- a/pkg/bbgo/exit_trailing_stop.go
+++ b/pkg/bbgo/exit_trailing_stop.go
@@ -58,7 +58,7 @@ func (s *TrailingStop2) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
 		}
 	}))
 
-	if !IsBackTesting {
+	if !IsBackTesting && enableMarketTradeStop {
 		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
 			if trade.Symbol != position.Symbol {
 				return
diff --git a/pkg/strategy/pivotshort/breaklow.go b/pkg/strategy/pivotshort/breaklow.go
index 71ca9a6db..03cf0b36f 100644
--- a/pkg/strategy/pivotshort/breaklow.go
+++ b/pkg/strategy/pivotshort/breaklow.go
@@ -220,13 +220,6 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 			})
 		}
 	}))
-
-	if !bbgo.IsBackTesting {
-		// use market trade to submit short order
-		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
-
-		})
-	}
 }
 
 func useQuantityOrBaseBalance(session *bbgo.ExchangeSession, market types.Market, price, quantity, leverage fixedpoint.Value) (fixedpoint.Value, error) {