diff --git a/stock_monitor.py b/stock_monitor.py
index 58c4d7e..84416b6 100644
--- a/stock_monitor.py
+++ b/stock_monitor.py
@@ -41,7 +41,7 @@ def buy_ticker(symbole, data):
     try:
         BUY_AMOUNT = 5000
 
-        if data['buy_signal'].iloc[-1] == 'moving average':
+        if data['buy_signal'].iloc[-1] == 'movingaverage':
             BUY_AMOUNT = 50000
         elif data['buy_signal'].iloc[-1] == 'deviation40':
             BUY_AMOUNT = 6000
@@ -178,22 +178,30 @@ def check_buy_point(data, simulation=None):
             if all(data[f'MA{n}'].iloc[i] < data['MA720'].iloc[i] for n in [5, 20, 40, 120, 200, 240]) and \
                     all(data[f'MA{n}'].iloc[i] > data[f'MA{n}'].iloc[i - 1] for n in [5, 20, 40, 120, 200, 240]) and \
                     data['MA720'].iloc[i] < data['MA1440'].iloc[i]:
-                data.at[data.index[i], 'buy_signal'] = 'moving average'
+                data.at[data.index[i], 'buy_signal'] = 'movingaverage'
                 data.at[data.index[i], 'buy_point'] = 1
+                if not simulation:
+                    if data['buy_point'][-10:-1].sum() > 0:
+                        data.at[data.index[-1], 'buy_signal'] = 'movingaverage'
+                        data.at[data.index[-1], 'buy_point'] = 1
 
                     # Deviation40(이격도 40) 기반 매수 조건: 90 이하에서 상승 전환
         if data['Deviation40'].iloc[i - 1] < data['Deviation40'].iloc[i] and data['Deviation40'].iloc[i - 1] <= 90:
             data.at[data.index[i], 'buy_signal'] = 'deviation40'
             data.at[data.index[i], 'buy_point'] = 1
+            if not simulation:
+                if data['buy_point'][-10:-1].sum() > 0:
+                    data.at[data.index[-1], 'buy_signal'] = 'deviation40'
+                    data.at[data.index[-1], 'buy_point'] = 1
 
         # Deviation240(이격도 240) 기반 매수 조건: 90 이하에서 상승 전환
         if data['Deviation240'].iloc[i - 1] < data['Deviation240'].iloc[i] and data['Deviation240'].iloc[i - 1] <= 90:
             data.at[data.index[i], 'buy_signal'] = 'deviation240'
             data.at[data.index[i], 'buy_point'] = 1
-
-    if not simulation:
-        if data['buy_point'][-10:-1].sum() > 0:
-            data.at[data.index[-1], 'buy_point'] = 1
+            if not simulation:
+                if data['buy_point'][-10:-1].sum() > 0:
+                    data.at[data.index[-1], 'buy_signal'] = 'deviation240'
+                    data.at[data.index[-1], 'buy_point'] = 1
 
     return data
 
diff --git a/stock_simulation.py b/stock_simulation.py
index 0be0e17..ba2e675 100644
--- a/stock_simulation.py
+++ b/stock_simulation.py
@@ -240,7 +240,7 @@ def run_simulation(symbol: str, interval_minutes: int, days: int = 30):
         if all(data[f'MA{n}'].iloc[i] < data['MA720'].iloc[i] for n in [5, 20, 40, 120, 200, 240]) and \
            all(data[f'MA{n}'].iloc[i] > data[f'MA{n}'].iloc[i-1] for n in [5, 20, 40, 120, 200, 240]) and \
            data['MA720'].iloc[i] < data['MA1440'].iloc[i]:
-            data.at[data.index[i], 'buy_signal'] = 'moving average'
+            data.at[data.index[i], 'buy_signal'] = 'movingaverage'
             data.at[data.index[i], 'buy_point'] = 1
 
         # Deviation40(이격도 40) 기반 매수 조건: 90 이하에서 상승 전환
@@ -255,7 +255,7 @@ def run_simulation(symbol: str, interval_minutes: int, days: int = 30):
 
     # 매수 포인트를 신호 유형별로 다르게 표시
     # 이동평균선 기반 매수 포인트 (빨간 동그라미)
-    ma_buy_points = data[(data['buy_point'] == 1) & (data['buy_signal'] == 'moving average')]
+    ma_buy_points = data[(data['buy_point'] == 1) & (data['buy_signal'] == 'movingaverage')]
     scatter_ma_buy_points = ax1.scatter(ma_buy_points.index, ma_buy_points['Close'], color='red', s=100, zorder=5, label='MA 매수 포인트')
 
     # Deviation40 기반 매수 포인트 (속이 빈 빨간 점선 원)