diff --git a/.DS_Store b/.DS_Store
index e43026d..4b9a6fc 100644
Binary files a/.DS_Store and b/.DS_Store differ
diff --git a/ChanPY.py b/ChanPY.py
index 802f0ad..65fd94a 100644
--- a/ChanPY.py
+++ b/ChanPY.py
@@ -288,7 +288,7 @@ class ChanPY():
 			#print(zs.begin.time, zs.end.time)
 		return bsps, updown, bi_sure
 	
-	def get_bsp_state(self, dataframe:DataFrame):
+	def get_bsp_state1(self, dataframe:DataFrame):
 		fields = "time,open,high,low,close,volume"
 		bsps = []
 		if self.chanIn:
@@ -302,7 +302,7 @@ class ChanPY():
 				bsp = bsp_list[bsp_index]
 				if klu.idx == bsp.klu.idx:
 					bsp_type = self.get_bsp_type(bsp.type[0], bsp.is_buy)
-					if abs(bsp_type) == 1 or abs(bsp_type) == 2:
+					if abs(bsp_type) == 1 or abs(bsp_type) == 10:
 						bsps.append(1)
 					else:
 						bsps.append(0)
@@ -316,7 +316,7 @@ class ChanPY():
 				self.chan.trigger_load({self.k_type: [klu]})  # 喂给CChan新增k线
 				self.last_kline = klu
 		return bsps
-	def get_bsp_state1(self, dataframe:DataFrame):
+	def get_bsp_state(self, dataframe:DataFrame):
 		fields = "time,open,high,low,close,volume"
 		bsps = []
 		if self.chanIn:
@@ -324,6 +324,7 @@ class ChanPY():
 			bsp_list = []
 			bsp_list_pre_len = 0
 			last_bsp_value = 0
+			last_bsp_index = 0
 			for klu in kl_data:  # 获取单根K线
 				self.chan.trigger_load({self.k_type: [klu]})  # 喂给CChan新增k线
 				self.last_kline = klu
@@ -335,7 +336,7 @@ class ChanPY():
 					last_bsp = bsp_list[-1]
 					#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, lst[-2].fx, bi_list[-1].dir, bi_list[-1].is_sure,klu.close)
 					if bsp_list_pre_len > len(bsp_list):
-						if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
+						if abs(last_bsp_value) == 1:
 							bsps.append(1)
 							#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98)
 						else:
@@ -343,17 +344,28 @@ class ChanPY():
 					else:
 						if bsp_list_pre_len == len(bsp_list):
 							if klu.idx == last_bsp.klu.idx:
-								last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
-								bsps.append(last_bsp_value)
-								#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
-									#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
+								if  last_bsp.klu.idx - last_bsp_index > 3:
+									last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
+									bsps.append(last_bsp_value)
+								else:
+									bsps.append(0)
+								last_bsp_index = last_bsp.klu.idx
+									#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
+										#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
 							else:
 								bsps.append(0)
 						else:
-							last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
-							bsps.append(last_bsp_value)
-							#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
-								#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Unknow")
+							if klu.idx == last_bsp.klu.idx:
+								if  last_bsp.klu.idx - last_bsp_index > 3:
+									last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
+									bsps.append(last_bsp_value)
+								else:
+									bsps.append(0)
+								last_bsp_index = last_bsp.klu.idx
+									#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
+										#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
+							else:
+								bsps.append(0)
 				else:
 					bsps.append(0)
 				bsp_list_pre_len = len(bsp_list)
@@ -374,11 +386,17 @@ class ChanPY():
 				bsps[index] = 0
 			else:
 				if bsps[index] == 2:
-					bsps[index] = 1
+					bsps[index] = 10
 				else:
 					if bsps[index] == -2:
-						bsps[index] = -1
+						bsps[index] = -10
 					else:
-						bsps[index] = 0
+						if bsps[index] == 1:
+							bsps[index] = 1
+						else:
+							if bsps[index] == -1:
+								bsps[index] = -1
+							else:
+								bsps[index] = 0
 		return bsps
 
diff --git a/strategies/ChanLun_BTC_30.py b/strategies/ChanLun_BTC_30.py
index 3a7d185..2e30ea7 100644
--- a/strategies/ChanLun_BTC_30.py
+++ b/strategies/ChanLun_BTC_30.py
@@ -55,19 +55,19 @@ class ChanLun_BTC_30(IStrategy):
 		"480": 0.03,
 		"600": 0
 	}
-	minimal_roi_2 = {
+	minimal_roi_1 = {
 		"0": 0.10,
 		"1200": 0.05,
 		"2400": 0.025,
 		"3600": 0
 	}
 	can_short = True
-	lev = 2.0
+	lev = 1.0
 	stoploss = -0.3
-	trailing_stop = True
+	trailing_stop = False
 	trailing_stop_positive = 0.025
 	trailing_stop_positive_offset = 0.045
-	trailing_only_offset_is_reached = True
+	trailing_only_offset_is_reached = False
 
 	position_adjustment_enable = True
 	startup_candle_count = 600
@@ -198,12 +198,12 @@ class ChanLun_BTC_30(IStrategy):
 		if trade.is_short:
 			last_high = trade.get_custom_data(key="entry_candle_high")
 			if current_rate > last_high:
-				print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
+				#print(trade.open_date, last_high, current_rate, "Relay Top FX exit")
 				return "Relay Top FX exit"
 		else:
 			last_low = trade.get_custom_data(key="entry_candle_low")
 			if current_rate < last_low:
-				print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
+				#print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
 				return "Relay Bottom FX exit"
 	def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
 		"""
@@ -228,7 +228,7 @@ class ChanLun_BTC_30(IStrategy):
 		else:
 			if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
 				trade.set_custom_data(key="entry_candle_low", value=last_low)
-		print(trade.open_date, trade.close_date, last_high, last_low, order.ft_order_side, klc_list[-2].start_time, klc_list[-2].end_time)
+		#print(trade.open_date, trade.close_date, last_high, last_low, order.ft_order_side, klc_list[-2].start_time, klc_list[-2].end_time)
 		self.last_trade = trade
 		return None
 	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: