diff --git a/config/buyandhold.yaml b/config/buyandhold.yaml
index 6637885e1..d3057a1c9 100644
--- a/config/buyandhold.yaml
+++ b/config/buyandhold.yaml
@@ -59,4 +59,4 @@ exchangeStrategies:
     symbol: "BTCUSDT"
     interval: "1m"
     baseQuantity: 0.001
-    minDropPercentage: -0.001
+    minDropPercentage: -0.01
diff --git a/pkg/bbgo/environment.go b/pkg/bbgo/environment.go
index bee0c2e92..2fff4f91d 100644
--- a/pkg/bbgo/environment.go
+++ b/pkg/bbgo/environment.go
@@ -147,7 +147,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 			}
 
 			session.lastPrices[kline.Symbol] = kline.Close
-			session.marketDataStores[kline.Symbol].AddKLine(kline)
 		})
 
 		session.Stream.OnTradeUpdate(func(trade types.Trade) {
@@ -167,8 +166,10 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 
 			var lastPriceTime time.Time
 			for interval := range types.SupportedIntervals {
+				// avoid querying the last unclosed kline
+				endTime := environ.startTime.Add(- interval.Duration())
 				kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
-					EndTime: &environ.startTime,
+					EndTime: &endTime,
 					Limit:   500, // indicators need at least 100
 				})
 				if err != nil {
diff --git a/pkg/indicator/boll.go b/pkg/indicator/boll.go
index 55e7e0e63..47fe9e282 100644
--- a/pkg/indicator/boll.go
+++ b/pkg/indicator/boll.go
@@ -80,7 +80,7 @@ func (inc *BOLL) calculateAndUpdate(kLines []types.KLine) {
 	}
 
 	var recentK = kLines[index-(inc.Window-1) : index+1]
-	sma, err := calculateSMA(recentK, inc.Window)
+	sma, err := calculateSMA(recentK, inc.Window, KLineClosePriceMapper)
 	if err != nil {
 		log.WithError(err).Error("SMA error")
 		return
diff --git a/pkg/indicator/ewma.go b/pkg/indicator/ewma.go
index f8e0990aa..9c8ddab15 100644
--- a/pkg/indicator/ewma.go
+++ b/pkg/indicator/ewma.go
@@ -38,9 +38,12 @@ func (inc *EWMA) calculateAndUpdate(allKLines []types.KLine) {
 		// for the first value, we should use the close price
 		inc.Values = []float64{priceF(allKLines[0])}
 	} else {
+		// from = len(inc.Values)
+
 		// update ewma with the existing values
 		for i := dataLen - 1; i > 0; i-- {
-			if allKLines[i].StartTime.After(inc.LastOpenTime) {
+			var k = allKLines[i]
+			if k.StartTime.After(inc.LastOpenTime) {
 				from = i
 			} else {
 				break
@@ -57,13 +60,13 @@ func (inc *EWMA) calculateAndUpdate(allKLines []types.KLine) {
 	}
 
 	if len(inc.Values) != dataLen {
-		log.Warnf("EMA %s (%d) value length (%d) != all kline data length (%d)", inc.Interval, inc.Window, len(inc.Values), dataLen)
+		log.Warnf("%s EMA (%d) value length (%d) != all kline data length (%d)", inc.Interval, inc.Window, len(inc.Values), dataLen)
 	}
 
 	v1 := math.Floor(inc.Values[len(inc.Values)-1]*100.0) / 100.0
 	v2 := math.Floor(CalculateKLineEWMA(allKLines, priceF, inc.Window)*100.0) / 100.0
 	if v1 != v2 {
-		log.Warnf("ACCUMULATED EMA %s (%d) %f != EMA %f", inc.Interval, inc.Window, v1, v2)
+		log.Warnf("ACCUMULATED %s EMA (%d) %f != EMA %f", inc.Interval, inc.Window, v1, v2)
 	}
 }
 
diff --git a/pkg/indicator/sma.go b/pkg/indicator/sma.go
index 9ff7b7496..a44c6e27e 100644
--- a/pkg/indicator/sma.go
+++ b/pkg/indicator/sma.go
@@ -44,7 +44,7 @@ func (inc *SMA) calculateAndUpdate(kLines []types.KLine) {
 
 	var recentK = kLines[index-(inc.Window-1) : index+1]
 
-	sma, err := calculateSMA(recentK, inc.Window)
+	sma, err := calculateSMA(recentK, inc.Window, KLineClosePriceMapper)
 	if err != nil {
 		log.WithError(err).Error("SMA error")
 		return
@@ -67,7 +67,7 @@ func (inc *SMA) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
 }
 
-func calculateSMA(kLines []types.KLine, window int) (float64, error) {
+func calculateSMA(kLines []types.KLine, window int, priceF KLinePriceMapper) (float64, error) {
 	length := len(kLines)
 	if length == 0 || length < window {
 		return 0.0, fmt.Errorf("insufficient elements for calculating SMA with window = %d", window)
@@ -75,7 +75,7 @@ func calculateSMA(kLines []types.KLine, window int) (float64, error) {
 
 	sum := 0.0
 	for _, k := range kLines {
-		sum += k.Close
+		sum += priceF(k)
 	}
 
 	avg := sum / float64(window)