diff --git a/main.py b/main.py
index 032c16e..2a8a3e6 100644
--- a/main.py
+++ b/main.py
@@ -7,38 +7,16 @@ import sys  # To find out the script name (in argv[0])
 
 # Import the backtrader platform
 import backtrader as bt
-# Create a Stratey
-class TestStrategy(bt.Strategy):
 
-    def log(self, txt, dt=None):
-        ''' Logging function for this strategy'''
-        if dt is None:
-            dt = self.datas[0].datetime.date(0) if len(self) > 0 else 'No Data'
-        print('%s, %s' % (dt, txt))
+# Import the TestStrategy from the new file
+from strategies.lowbuyhighsell_strategy import LowBuyHighSellStrategy
 
-    def __init__(self):
-        # Keep a reference to the "close" line in the data[0] dataseries
-        self.dataclose = self.datas[0].close
-        self.log('Strategy initialized', dt='Initialization')
-
-    def next(self):
-        # Log the current date and close price
-        self.log('Date: %s, Close: %.2f' % (self.datas[0].datetime.date(0), self.dataclose[0]))
-        self.log('High: %.2f, Low: %.2f' % (self.datas[0].high[0], self.datas[0].low[0]))
-
-        # Simple trading logic
-        if self.dataclose[0] < 30000:
-            self.log('BUY CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
-            self.buy()
-        elif self.dataclose[0] > 30000 and self.position.size > 0:
-            self.log('SELL CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
-            self.sell()
 if __name__ == '__main__':
     # Create a cerebro entity
     cerebro = bt.Cerebro()
 
         # Add a strategy
-    cerebro.addstrategy(TestStrategy)
+    cerebro.addstrategy(LowBuyHighSellStrategy)
 
 
 # Datas are in a subfolder of the samples. Need to find where the script is
@@ -50,7 +28,7 @@ datapath = os.path.join(modpath, 'candle_test_asc.csv')
 data = bt.feeds.GenericCSVData(
     dataname=datapath,
     fromdate=datetime.datetime(2022, 1, 1),
-    todate=datetime.datetime(2022, 5, 31),
+    todate=datetime.datetime(2022, 12, 31),
     dtformat=('%Y-%m-%d %H:%M:%S'),
     timeframe=bt.TimeFrame.Days,
     compression=1,
diff --git a/strategies/lowbuyhighsell_strategy.py b/strategies/lowbuyhighsell_strategy.py
new file mode 100644
index 0000000..d55ed0f
--- /dev/null
+++ b/strategies/lowbuyhighsell_strategy.py
@@ -0,0 +1,31 @@
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+# 低买高卖策略
+import backtrader as bt
+
+class LowBuyHighSellStrategy(bt.Strategy):
+
+    def log(self, txt, dt=None):
+        ''' Logging function for this strategy'''
+        if dt is None:
+            dt = self.datas[0].datetime.date(0) if len(self) > 0 else 'No Data'
+        print('%s, %s' % (dt, txt))
+
+    def __init__(self):
+        # Keep a reference to the "close" line in the data[0] dataseries
+        self.dataclose = self.datas[0].close
+        self.log('Strategy initialized', dt='Initialization')
+
+    def next(self):
+        # Log the current date and close price
+        self.log('Date: %s, Close: %.2f' % (self.datas[0].datetime.date(0), self.dataclose[0]))
+        self.log('High: %.2f, Low: %.2f' % (self.datas[0].high[0], self.datas[0].low[0]))
+
+        # Simple trading logic
+        if self.dataclose[0] < 17500:
+            self.log('BUY CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
+            self.buy()
+        elif self.dataclose[0] > 47500 and self.position.size > 0:
+            self.log('SELL CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
+            self.sell()
+