diff --git a/pkg/indicator/pivot.go b/pkg/indicator/pivot.go
index 7ff508639..71a6f35f6 100644
--- a/pkg/indicator/pivot.go
+++ b/pkg/indicator/pivot.go
@@ -2,9 +2,10 @@ package indicator
 
 import (
 	"fmt"
-	log "github.com/sirupsen/logrus"
 	"time"
 
+	log "github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -45,17 +46,19 @@ func (inc *Pivot) calculateAndUpdate(klines []types.KLine) {
 	var end = len(klines) - 1
 	var lastKLine = klines[end]
 
+	// skip old data
 	if inc.EndTime != zeroTime && lastKLine.GetEndTime().Before(inc.EndTime) {
 		return
 	}
 
-	var recentT = klines[end-(inc.Window-1) : end+1]
+	recentT := klines[end-(inc.Window-1) : end+1]
 
 	l, h, err := calculatePivot(recentT, inc.Window, KLineLowPriceMapper, KLineHighPriceMapper)
 	if err != nil {
 		log.WithError(err).Error("can not calculate pivots")
 		return
 	}
+
 	inc.Lows.Push(l)
 	inc.Highs.Push(h)
 
@@ -87,8 +90,9 @@ func (inc *Pivot) Bind(updater KLineWindowUpdater) {
 func calculatePivot(klines []types.KLine, window int, valLow KLineValueMapper, valHigh KLineValueMapper) (float64, float64, error) {
 	length := len(klines)
 	if length == 0 || length < window {
-		return 0., 0., fmt.Errorf("insufficient elements for calculating  with window = %d", window)
+		return 0., 0., fmt.Errorf("insufficient elements for calculating with window = %d", window)
 	}
+
 	var lows types.Float64Slice
 	var highs types.Float64Slice
 	for _, k := range klines {
@@ -100,6 +104,7 @@ func calculatePivot(klines []types.KLine, window int, valLow KLineValueMapper, v
 	if lows.Min() == lows.Index(int(window/2.)-1) {
 		pl = lows.Min()
 	}
+
 	ph := 0.
 	if highs.Max() == highs.Index(int(window/2.)-1) {
 		ph = highs.Max()
diff --git a/pkg/strategy/pivotshort/strategy.go b/pkg/strategy/pivotshort/strategy.go
index d85f3ec51..7fe3c11be 100644
--- a/pkg/strategy/pivotshort/strategy.go
+++ b/pkg/strategy/pivotshort/strategy.go
@@ -132,6 +132,9 @@ func canClosePosition(position *types.Position, price fixedpoint.Value) bool {
 
 func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
 	submitOrder := s.Position.NewClosePositionOrder(percentage) // types.SubmitOrder{
+	if submitOrder == nil {
+		return nil
+	}
 
 	if s.session.Margin {
 		submitOrder.MarginSideEffect = s.Exit.MarginSideEffect
@@ -238,27 +241,34 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			R := kline.Close.Sub(s.Position.AverageCost).Div(s.Position.AverageCost)
 			if R.Compare(s.Exit.StopLossPercentage) > 0 {
 				// SL
-				s.Notify("%s SL triggered", s.Symbol)
-				s.ClosePosition(ctx, fixedpoint.One.Div(fixedpoint.NewFromFloat(0.99)))
+				s.Notify("%s SL triggered at price %f", s.Symbol, kline.Close.Float64())
+				s.ClosePosition(ctx, fixedpoint.One)
+				return
 			} else if R.Compare(s.Exit.TakeProfitPercentage.Neg()) < 0 && kline.GetLowerShadowRatio().Compare(s.Exit.LowerShadowRatio) > 0 {
 				// TP
-				s.Notify("%s TP triggered", s.Symbol)
-				s.ClosePosition(ctx, fixedpoint.One.Div(fixedpoint.NewFromFloat(0.99)))
+				s.Notify("%s TP triggered at price %f", s.Symbol, kline.Close.Float64())
+				s.ClosePosition(ctx, fixedpoint.One)
+				return
 			}
 		}
 
 		if len(s.pivotLowPrices) > 0 {
-			latestPivotLow := s.pivotLowPrices[len(s.pivotLowPrices)-1]
+			lastLow := s.pivotLowPrices[len(s.pivotLowPrices)-1]
+			if kline.Close.Compare(lastLow) < 0 {
+				s.Notify("%s price %f breaks the previous low %f, submitting market sell to open a short position", s.Symbol, kline.Close.Float64(), lastLow.Float64())
+
+				if !s.Position.IsClosed() && !s.Position.IsDust(kline.Close) {
+					s.Notify("skip opening %s position, which is not closed", s.Symbol, s.Position)
+					return
+				}
 
-			if kline.Close.Compare(latestPivotLow) > 0 && (s.Position.IsClosed() || s.Position.IsDust(kline.Close)) {
 				if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
 					log.WithError(err).Errorf("graceful cancel order error")
 				}
-				s.Notify("price breaks the previous low, submitting market sell to open a short position")
+
 				s.placeMarketSell(ctx, orderExecutor)
 			}
 		}
-
 	})
 
 	session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
@@ -271,7 +281,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			s.LastLow = fixedpoint.NewFromFloat(s.pivot.LastLow())
 			s.pivotLowPrices = append(s.pivotLowPrices, s.LastLow)
 		}
-
 	})
 
 	return nil
diff --git a/pkg/types/position.go b/pkg/types/position.go
index c672e9d81..f3aa5e3f9 100644
--- a/pkg/types/position.go
+++ b/pkg/types/position.go
@@ -122,7 +122,12 @@ func (p *Position) NewProfit(trade Trade, profit, netProfit fixedpoint.Value) Pr
 
 func (p *Position) NewClosePositionOrder(percentage fixedpoint.Value) *SubmitOrder {
 	base := p.GetBase()
-	quantity := base.Mul(percentage).Abs()
+
+	quantity := base.Abs()
+	if percentage.Compare(fixedpoint.One) < 0 {
+		quantity = quantity.Mul(percentage)
+	}
+
 	if quantity.Compare(p.Market.MinQuantity) < 0 {
 		return nil
 	}