diff --git a/config/ccinr.yaml b/config/ccinr.yaml
index 272b74f..cc3183e 100644
--- a/config/ccinr.yaml
+++ b/config/ccinr.yaml
@@ -55,6 +55,8 @@ exchangeStrategies:
       placePriceType: 2
       lossType: 1
       profitOrderType: 0
+      atrProfitRange: 0.8
+      atrLossRange: 1.0
 #      recalculate: false
 #      dry_run: false
 #      #      quantity: 3
diff --git a/pkg/strategy/ccinr/strategy.go b/pkg/strategy/ccinr/strategy.go
index cce2bd9..9e31b41 100644
--- a/pkg/strategy/ccinr/strategy.go
+++ b/pkg/strategy/ccinr/strategy.go
@@ -47,6 +47,8 @@ type Strategy struct {
 	Leverage        fixedpoint.Value `json:"leverage"`
 	ProfitRange     fixedpoint.Value `json:"profitRange"`
 	LossRange       fixedpoint.Value `json:"lossRange"`
+	AtrProfitRange  float64          `json:"atrProfitRange"`
+	AtrLossRange    float64          `json:"atrLossRange"`
 
 	qbtrade.QuantityOrAmount
 
@@ -221,16 +223,16 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 			lossPrice = placePrice.Sub(placePrice.Mul(s.LossRange))
 			profitPrice = placePrice.Add(placePrice.Mul(s.ProfitRange))
 		} else if s.LossType == 1 {
-			lossPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR))
-			profitPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR * 2))
+			lossPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR * s.AtrLossRange))
+			profitPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR * s.AtrProfitRange))
 		}
 	} else if s.TradeType[symbol] == "short" {
 		if s.LossType == 0 || s.atr[symbol].Last(0) == 0.0 {
 			lossPrice = placePrice.Add(placePrice.Mul(s.LossRange))
 			profitPrice = placePrice.Sub(placePrice.Mul(s.ProfitRange))
 		} else if s.LossType == 1 {
-			lossPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR))
-			profitPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR * 2))
+			lossPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR * s.AtrLossRange))
+			profitPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR * s.AtrProfitRange))
 		}
 	}