diff --git a/config/bbgo.yaml b/config/bbgo.yaml
index 54c1d346a6..759ac626b1 100644
--- a/config/bbgo.yaml
+++ b/config/bbgo.yaml
@@ -65,5 +65,6 @@ exchangeStrategies:
   buyandhold:
     symbol: "BTCUSDT"
     interval: "1h"
-    minDropPercentage: -0.01
     baseQuantity: 0.01
+    # minDropPercentage: 0.01
+    minDropChange: 100.0
diff --git a/pkg/strategy/buyandhold/strategy.go b/pkg/strategy/buyandhold/strategy.go
index 8f72c9cb06..39e4e69d15 100644
--- a/pkg/strategy/buyandhold/strategy.go
+++ b/pkg/strategy/buyandhold/strategy.go
@@ -2,23 +2,29 @@ package buyandhold
 
 import (
 	"context"
+	"fmt"
 	"math"
 
-	log "github.com/sirupsen/logrus"
+	"github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+var log = logrus.WithField("strategy", "buyandhold")
+
 func init() {
 	bbgo.RegisterStrategy("buyandhold", &Strategy{})
 }
 
 type Strategy struct {
-	Symbol            string  `json:"symbol"`
-	Interval          string  `json:"interval"`
-	BaseQuantity      float64 `json:"baseQuantity"`
-	MinDropPercentage float64 `json:"minDropPercentage"`
+	Symbol string `json:"symbol"`
+
+	Interval          string           `json:"interval"`
+	BaseQuantity      float64          `json:"baseQuantity"`
+	MinDropPercentage fixedpoint.Value `json:"minDropPercentage"`
+	MinDropChange     fixedpoint.Value `json:"minDropChange"`
 }
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
@@ -26,6 +32,12 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
+	// buy when price drops -8%
+	market, ok := session.Market(s.Symbol)
+	if !ok {
+		return fmt.Errorf("market %s is not defined", s.Symbol)
+	}
+
 	session.Stream.OnKLine(func(kline types.KLine) {
 		// skip k-lines from other symbols
 		if kline.Symbol != s.Symbol {
@@ -33,7 +45,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 
 		changePercentage := kline.GetChange() / kline.Open
-		log.Infof("change %f <=> %f", changePercentage, s.MinDropPercentage)
+		log.Infof("change %f <=> %f", changePercentage, s.MinDropPercentage.Float64())
 	})
 
 	session.Stream.OnKLineClosed(func(kline types.KLine) {
@@ -42,20 +54,30 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			return
 		}
 
-		changePercentage := kline.GetChange() / kline.Open
+		change := kline.GetChange()
 
-		if changePercentage > s.MinDropPercentage {
+		// skip positive change
+		if change > 0 {
 			return
 		}
 
-		// buy when price drops -8%
-		market, ok := session.Market(s.Symbol)
-		if !ok {
-			log.Warnf("market %s is not defined", s.Symbol)
+		changeP := change / kline.Open
+
+		if s.MinDropPercentage != 0 {
+			if math.Abs(changeP) < math.Abs(s.MinDropPercentage.Float64()) {
+				return
+			}
+		} else if s.MinDropChange != 0 {
+			if math.Abs(change) < math.Abs(s.MinDropChange.Float64()) {
+				return
+			}
+		} else {
+			// not configured, we shall skip
+			log.Warnf("parameters are not configured, skipping action...")
 			return
 		}
 
-		quantity := s.BaseQuantity * (1.0 + math.Abs(changePercentage))
+		quantity := s.BaseQuantity * (1.0 + math.Abs(changeP))
 		_, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
 			Symbol:   kline.Symbol,
 			Market:   market,