diff --git a/.DS_Store b/.DS_Store
index 041d444..eebb0ae 100644
Binary files a/.DS_Store and b/.DS_Store differ
diff --git a/config/TradingViewConfig.xlsx b/config/TradingViewConfig.xlsx
index f062039..9a0e745 100644
Binary files a/config/TradingViewConfig.xlsx and b/config/TradingViewConfig.xlsx differ
diff --git a/strategies/BB9033.py b/strategies/BB9033.py
index a26e2c0..93ae3df 100644
--- a/strategies/BB9033.py
+++ b/strategies/BB9033.py
@@ -12,6 +12,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from technical.util import resample_to_interval, resampled_merge
 from freqtrade.persistence import Trade, Order
 from datetime import datetime, timedelta
+from typing import Optional
 import logging
 logger = logging.getLogger(__name__)
 # freqtrade plot-dataframe --strategy BB9033 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
@@ -40,10 +41,10 @@ class BB9033(IStrategy):
 	INTERFACE_VERSION: int = 3
 	
 	# 策略参数
-	bb_length = 54           # 布林带长度
-	atr_multiplier = 2.5    # ATR乘数(轨道)
-	atr_stop_multiplier = 5.6 # ATR乘数(止损)
-	atr_length = 17          # ATR计算周期
+	bb_length = 90           # 布林带长度
+	atr_multiplier = 4.2    # ATR乘数(轨道)
+	atr_stop_multiplier = 1.8 # ATR乘数(止损)
+	atr_length = 14         # ATR计算周期
 	
 	# Minimal ROI designed for the strategy.
 	# This attribute will be overridden if the config file contains "minimal_roi"
@@ -58,10 +59,10 @@ class BB9033(IStrategy):
 	
 	# Optimal timeframe for the strategy
 	timeframe = '3m'
-	time3 = 60
+	time = 30
 	# Trailing stop loss
 	trailing_stop = False
-	
+	lev = 1.0
 	# Run "populate_indicators" only for new candle
 	process_only_new_candles = False
 	
@@ -75,7 +76,7 @@ class BB9033(IStrategy):
 		"""
 		计算技术指标
 		"""
-		dataframe_3 = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time3)
+		dataframe_3 = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time)
 		
 		# 计算ATR（用于止损计算）
 		dataframe_3['atr'] = ta.ATR(dataframe_3, timeperiod=self.atr_length)
@@ -84,7 +85,8 @@ class BB9033(IStrategy):
 		bb_upper, bb_middle, bb_lower = ta.BBANDS(dataframe_3['close'], timeperiod=self.bb_length, nbdevup=self.atr_multiplier, nbdevdn=self.atr_multiplier, matype=0)
 		dataframe_3['bb_upper'] = bb_upper
 		dataframe_3['bb_lower'] = bb_lower
-		
+		for i in range(1700, 1800):
+			print(dataframe_3.iloc[i])
 		# 计算突破条件（与Pine Script保持一致）
 		# 确保所有用于计算的数据都不是NaN
 		valid_data = (
@@ -113,8 +115,8 @@ class BB9033(IStrategy):
 		"""
 		Based on TA indicators, populates the entry trend columns
 		"""
-		break_below_lower = 'resample_{}_break_below_lower'.format(self.get_ticker_indicator()*self.time3)
-		break_above_upper = 'resample_{}_break_above_upper'.format(self.get_ticker_indicator()*self.time3)
+		break_below_lower = 'resample_{}_break_below_lower'.format(self.get_ticker_indicator()*self.time)
+		break_above_upper = 'resample_{}_break_above_upper'.format(self.get_ticker_indicator()*self.time)
 		
 		# 做多条件：价格跌破下轨
 		dataframe.loc[
@@ -138,8 +140,8 @@ class BB9033(IStrategy):
 		"""
 		Based on TA indicators, populates the exit trend columns
 		"""
-		bb_upper_str = 'resample_{}_bb_upper'.format(self.get_ticker_indicator()*self.time3)
-		bb_lower_str = 'resample_{}_bb_lower'.format(self.get_ticker_indicator()*self.time3)
+		bb_upper_str = 'resample_{}_bb_upper'.format(self.get_ticker_indicator()*self.time)
+		bb_lower_str = 'resample_{}_bb_lower'.format(self.get_ticker_indicator()*self.time)
 		
 		# 多头止盈：价格突破上轨（与Pine Script一致）
 		dataframe.loc[
@@ -215,9 +217,9 @@ class BB9033(IStrategy):
 		latest_candle = dataframe.iloc[-1]
 		
 		# 使用重采样后的字段名
-		bb_upper_str = 'resample_{}_bb_upper'.format(self.get_ticker_indicator() * self.time3)
-		bb_lower_str = 'resample_{}_bb_lower'.format(self.get_ticker_indicator() * self.time3)
-		atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator() * self.time3)
+		bb_upper_str = 'resample_{}_bb_upper'.format(self.get_ticker_indicator() * self.time)
+		bb_lower_str = 'resample_{}_bb_lower'.format(self.get_ticker_indicator() * self.time)
+		atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator() * self.time)
 		
 		# 确保技术指标有效
 		if (np.isnan(latest_candle[bb_upper_str]) or 
@@ -243,7 +245,7 @@ class BB9033(IStrategy):
 				return
 				
 			# 获取开仓时的ATR值
-			atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator() * self.time3)
+			atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator() * self.time)
 			
 			# 找到最接近开仓时间的K线
 			open_candle = dataframe.iloc[-1]  # 使用最新的K线作为开仓时的数据
@@ -275,6 +277,9 @@ class BB9033(IStrategy):
 		if trade_id in self.trade_stop_prices:
 			del self.trade_stop_prices[trade_id]
 			logger.info(f"交易 {trade.id} 已关闭，清理止损价格记录")
-	
+	def leverage(self, pair: str, current_time: datetime, current_rate: float,
+				 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
+				 **kwargs) -> float:
+		return self.lev
 	def get_ticker_indicator(self):
 		return int(self.timeframe[:-1])
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