diff --git a/ChanKLC.py b/ChanKLC.py
index 18b12ff..1643752 100644
--- a/ChanKLC.py
+++ b/ChanKLC.py
@@ -358,7 +358,7 @@ class ChanKLC():
 			self.fx_confirmed = True
 			self.fx_box = Chan_FX_Box.Chan_FX_Box(start_time, end_time, high, low)
 	def check_fx_confirmed(self, last_top, last_bottom):
-		if last_top and last_bottom:
+		if last_top and last_bottom and False:
 			if last_top.index > last_bottom.index:
 				if self.in_fx == False and last_top.fx_confirmed == False:
 					pre = last_top.pre
@@ -401,7 +401,7 @@ class ChanKLC():
 			self.klc_state = Chan_KLC_STATE.S10
 		elif self.pre and self.pre.fx == Chan_FX_TYPE.BOTTOM:
 			self.klc_state = Chan_KLC_STATE.S_10
-		print(self.end_time, self.klc_state)
+		#print(self.end_time, self.klc_state)
 	def set_end_klu(self, klu):
 		self.end_klu = klu
 		self.end_time = klu.time
diff --git a/TF_DF.py b/TF_DF.py
index ff3e809..8d75610 100644
--- a/TF_DF.py
+++ b/TF_DF.py
@@ -137,32 +137,24 @@ class TF_DF():
 				klc_index = len(klc_list) - 1
 			klc = klc_list[klc_index]
 			if klc.end_klu and klc.end_klu.idx == index:
-				if klc.klc_fx_type == Chan_KLC_FX.TOP1 or klc.klc_fx_type == Chan_KLC_FX.TOP2:
+				if klc.klc_state == Chan_KLC_STATE.S10:
 					klu_state_list.append("10")
 					#print(klc.end_time, klc.klc_fx_type)
-				elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM1 or klc.klc_fx_type == Chan_KLC_FX.BOTTOM2:
+				elif klc.klc_state == Chan_KLC_STATE.S_10:
 					klu_state_list.append("-10")
 					#print(klc.end_time, klc.klc_fx_type)
+				elif klc.klc_state == Chan_KLC_STATE.S11:
+					klu_state_list.append("11")
+					#print(klc.end_time, klc.klc_fx_type)
+				elif klc.klc_state == Chan_KLC_STATE.S_11:
+					klu_state_list.append("-11")
+					#print(klc.end_time, klc.klc_fx_type)
 				else:
-					if klc.continue_div:
-						if klc.macdhist > 0:
-							klu_state_list.append("20")
-							#print(klc.end_time, "CD", 20)
-						else:
-							klu_state_list.append("-20")
-							#print(klc.end_time, "CD", -20)
-					elif klc.separate_div:
-						if klc.macdhist > 0:
-							klu_state_list.append("30")
-							#print(klc.end_time, "SD", 30)
-						else:
-							klu_state_list.append("-30")
-							#print(klc.end_time, "SD", -30)
-					else:
-						klu_state_list.append("00")
+					klu_state_list.append("00")
 				klc_index += 1
 			else:
 				klu_state_list.append("00")
+		print(klu_state_list[:20])
 		return klu_state_list
 	
 	def get_ema_state(self, dataframe):
@@ -918,10 +910,10 @@ class TF_DF():
 		bi_list = []
 		last_top = None
 		last_bottom = None
-		bi_klc_min = 3
+		bi_klc_min = 7
 		last_fx_klc = None
 		for klc in klc_list:
-			if last_fx_klc and klc.index > len(klc_list) - 5:
+			if last_fx_klc:
 				klc.check_klc_state(last_fx_klc)
 			klc.check_fx_confirmed(last_top, last_bottom)
 			fx = self.check_fx(klc)
diff --git a/strategies/ChanLun_BTC_30.py b/strategies/ChanLun_BTC_30.py
index 1b777b8..5a6efe6 100644
--- a/strategies/ChanLun_BTC_30.py
+++ b/strategies/ChanLun_BTC_30.py
@@ -121,6 +121,7 @@ class ChanLun_BTC_30(IStrategy):
 		#dataframe_5['chanpy_state'] = chanpy_state
 		#state_list = self.chan.get_klu_state(dataframe_3)
 		#dataframe_3['state'] = state_list
+		dataframe['state'] = self.chan.get_klu_state(dataframe)
 		state_list = self.chan.get_klu_state(dataframe_5)
 		dataframe_5['state'] = state_list
 		#state_list = self.chan.get_klu_state(dataframe_15)
@@ -329,36 +330,34 @@ class ChanLun_BTC_30(IStrategy):
 	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 		shift30 = self.time30
 		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
+		shift5 = self.time5
+		state5 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift5)
 		dataframe.loc[
 			(	
-				(dataframe[state30].shift(shift30) == "-10") |
-				(dataframe[state30].shift(shift30) == "-20") |
-				(dataframe[state30].shift(shift30) == "-30")
+				(dataframe[state30].shift(shift30) == "11") &
+				(dataframe[state5].shift(shift5) == "-10") &
+				(dataframe['state'].shift(1) == "11")
 			),
-			['enter_long', 'enter_tag']] = (1, 'long_10')
+			['enter_long', 'enter_tag']] = (1, 'long')
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "10") |
-				(dataframe[state30].shift(shift30) == "20") |
-				(dataframe[state30].shift(shift30) == "30")
+				(dataframe[state30].shift(shift30) == "-11") &
+				(dataframe[state5].shift(shift5) == "10") &
+				(dataframe['state'].shift(1) == "-11")
 			),
-			['enter_short', 'enter_tag']] = (1, 'short_10')
+			['enter_short', 'enter_tag']] = (1, 'short')
 		return dataframe
 	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-		shift30 = self.time30
+		shift30 = self.time5
 		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "10") |
-				(dataframe[state30].shift(shift30) == "20") |
-				(dataframe[state30].shift(shift30) == "30")
+				(dataframe[state30].shift(shift30) == "10")
 			),
 			['exit_long', 'exit_tag']] = (1, 'long_close_30')
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "-10") |
-				(dataframe[state30].shift(shift30) == "-20") |
-				(dataframe[state30].shift(shift30) == "-30")
+				(dataframe[state30].shift(shift30) == "-10")
 			),
 			['exit_short', 'exit_tag']] = (1, 'short_close_30')
 		return dataframe
diff --git a/web/app.py b/web/app.py
index 887680d..b459607 100644
--- a/web/app.py
+++ b/web/app.py
@@ -509,8 +509,8 @@ def add_indicators(df):
 
 def calculate_macd(df):
 	"""计算MACD指标"""
-	exp1 = df['close'].ewm(span=12, adjust=False).mean()
-	exp2 = df['close'].ewm(span=26, adjust=False).mean()
+	exp1 = df['close'].ewm(span=26, adjust=False).mean()
+	exp2 = df['close'].ewm(span=52, adjust=False).mean()
 	macd = exp1 - exp2
 	signal = macd.ewm(span=9, adjust=False).mean()
 	histogram = macd - signal