diff --git a/config/autobuy.yaml b/config/autobuy.yaml
new file mode 100644
index 000000000..7b174ea33
--- /dev/null
+++ b/config/autobuy.yaml
@@ -0,0 +1,22 @@
+---
+exchangeStrategies:
+  - on: max
+    # automaticaly buy coins when the balance is lower than the threshold
+    autobuy:
+      symbol: MAXTWD
+      schedule: "@every 1s"
+      threshold: 200
+      # price type: buy, sell, last or mid
+      priceType: buy
+
+      # order quantity or amount
+      # quantity: 100
+      amount: 800
+
+      # skip if the price is higher than the upper band
+      bollinger:
+        interval: 1m
+        window: 21
+        bandWidth: 2.0
+
+      dryRun: true
diff --git a/pkg/cmd/strategy/builtin.go b/pkg/cmd/strategy/builtin.go
index 61c03788d..5fac8306f 100644
--- a/pkg/cmd/strategy/builtin.go
+++ b/pkg/cmd/strategy/builtin.go
@@ -5,6 +5,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/atrpin"
 	_ "github.com/c9s/bbgo/pkg/strategy/audacitymaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/autoborrow"
+	_ "github.com/c9s/bbgo/pkg/strategy/autobuy"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/convert"
diff --git a/pkg/strategy/autobuy/strategy.go b/pkg/strategy/autobuy/strategy.go
new file mode 100644
index 000000000..dbb44a88d
--- /dev/null
+++ b/pkg/strategy/autobuy/strategy.go
@@ -0,0 +1,169 @@
+package autobuy
+
+import (
+	"context"
+	"fmt"
+	"sync"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
+	"github.com/c9s/bbgo/pkg/strategy/common"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/robfig/cron/v3"
+	"github.com/sirupsen/logrus"
+)
+
+const ID = "autobuy"
+
+var log = logrus.WithField("strategy", ID)
+
+var two = fixedpoint.NewFromInt(2)
+
+func init() {
+	bbgo.RegisterStrategy(ID, &Strategy{})
+}
+
+type Strategy struct {
+	*common.Strategy
+
+	Environment *bbgo.Environment
+	Market      types.Market
+
+	Symbol    string                  `json:"symbol"`
+	Schedule  string                  `json:"schedule"`
+	Threshold fixedpoint.Value        `json:"threshold"`
+	PriceType PriceType               `json:"priceType"`
+	Bollinger *types.BollingerSetting `json:"bollinger"`
+	DryRun    bool                    `json:"dryRun"`
+
+	bbgo.QuantityOrAmount
+
+	boll *indicatorv2.BOLLStream
+	cron *cron.Cron
+}
+
+func (s *Strategy) Initialize() error {
+	if s.Strategy == nil {
+		s.Strategy = &common.Strategy{}
+	}
+	return nil
+}
+
+func (s *Strategy) ID() string {
+	return ID
+}
+
+func (s *Strategy) InstanceID() string {
+	return fmt.Sprintf("%s:%s", ID, s.Symbol)
+}
+
+func (s *Strategy) Validate() error {
+	if err := s.QuantityOrAmount.Validate(); err != nil {
+		return err
+	}
+	return nil
+}
+
+func (s *Strategy) Defaults() error {
+	if s.PriceType == "" {
+		s.PriceType = PriceTypeBuy
+	}
+	return nil
+}
+
+func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
+}
+
+func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
+	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
+
+	s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
+
+	s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
+		s.autobuy(ctx)
+	})
+
+	// the shutdown handler, you can cancel all orders
+	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
+		defer wg.Done()
+		s.cancelOrders(ctx)
+	})
+
+	s.cron = cron.New()
+	s.cron.AddFunc(s.Schedule, func() {
+		s.autobuy(ctx)
+	})
+	s.cron.Start()
+
+	return nil
+}
+
+func (s *Strategy) cancelOrders(ctx context.Context) {
+	if err := s.OrderExecutor.GracefulCancel(ctx); err != nil {
+		log.WithError(err).Errorf("failed to cancel orders")
+	}
+}
+
+func (s *Strategy) autobuy(ctx context.Context) {
+	s.cancelOrders(ctx)
+
+	balance, ok := s.Session.GetAccount().Balance(s.Market.BaseCurrency)
+	if !ok {
+		log.Errorf("%s balance not found", s.Market.BaseCurrency)
+		return
+	}
+	log.Infof("balance: %s", balance.String())
+
+	ticker, err := s.Session.Exchange.QueryTicker(ctx, s.Symbol)
+	if err != nil {
+		log.WithError(err).Errorf("failed to query ticker")
+		return
+	}
+
+	var price fixedpoint.Value
+	switch s.PriceType {
+	case PriceTypeLast:
+		price = ticker.Last
+	case PriceTypeBuy:
+		price = ticker.Buy
+	case PriceTypeSell:
+		price = ticker.Sell
+	case PriceTypeMid:
+		price = ticker.Buy.Add(ticker.Sell).Div(two)
+	default:
+		price = ticker.Buy
+	}
+
+	if price.Float64() > s.boll.UpBand.Last(0) {
+		log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
+		return
+	}
+
+	if balance.Available.Compare(s.Threshold) > 0 {
+		log.Infof("balance %s is higher than threshold %s", balance.Available.String(), s.Threshold.String())
+		return
+	}
+	log.Infof("balance %s is lower than threshold %s", balance.Available.String(), s.Threshold.String())
+
+	quantity := s.CalculateQuantity(price)
+	submitOrder := types.SubmitOrder{
+		Symbol:   s.Symbol,
+		Side:     types.SideTypeBuy,
+		Type:     types.OrderTypeLimitMaker,
+		Quantity: quantity,
+		Price:    price,
+	}
+
+	if s.DryRun {
+		log.Infof("dry run, skip")
+		return
+	}
+
+	log.Infof("submitting order: %s", submitOrder.String())
+	_, err = s.OrderExecutor.SubmitOrders(ctx, submitOrder)
+	if err != nil {
+		log.WithError(err).Errorf("submit order error")
+	}
+}
diff --git a/pkg/strategy/autobuy/types.go b/pkg/strategy/autobuy/types.go
new file mode 100644
index 000000000..0e3347ae0
--- /dev/null
+++ b/pkg/strategy/autobuy/types.go
@@ -0,0 +1,10 @@
+package autobuy
+
+type PriceType string
+
+const (
+	PriceTypeLast = PriceType("last")
+	PriceTypeBuy  = PriceType("buy")
+	PriceTypeSell = PriceType("sell")
+	PriceTypeMid  = PriceType("mid")
+)