diff --git a/hts/BuySellChecker.py b/hts/BuySellChecker.py
index cbc5de4..6a10f40 100644
--- a/hts/BuySellChecker.py
+++ b/hts/BuySellChecker.py
@@ -207,20 +207,14 @@ class BuySellChecker:
         ##########################
         if i < 40:
             if data["low"][i] < data["lower"][i]+5:
-                if data["slow_k"][i-1] < 20 and data["slow_k"][i] < 25:
+                if data["slow_k"][i-1] < 40 and data["slow_k"][i] < 45:
                     if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i] and data["slow_k"][i-1] < data["slow_k"][i]:
-                        if data["close"][i] < data["avg5"][i]:
-                            buy = data["close"][i] - 5
-                        else:
-                            buy = data["low"][i] - 5
+                        buy = data["low"][i]
         else:
-            if data["low"][i] < data["lower"][i]+5:
-                if data["slow_k"][i-1] < 20 and data["slow_k"][i] < 25:
-                    if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_d"][i] < data["slow_k"][i] and data["slow_k"][i-1] < data["slow_k"][i]:
-                        if data["close"][i] < data["avg5"][i]:
-                            buy = data["close"][i] - 5
-                        else:
-                            buy = data["low"][i] - 5
+            if data["low"][i] < data["lower"][i]:
+                if data["slow_k"][i-1] < 50 and data["slow_k"][i] < 55:
+                    if data["slow_k"][i-1] < data["slow_d"][i-1] and data["slow_k"][i] > data["slow_d"][i] and data["slow_k"][i-1] <= data["slow_k"][i]:
+                        buy = data["low"][i]
 
         #############################
         ### STOCHASTIC weight 분석 ###
@@ -427,12 +421,12 @@ class BuySellChecker:
         rsi = rsi_df['rsi'].values.tolist()
         rsis = rsi_df['rsis'].values.tolist()
 
-        temp = {"date": point_temp[:-window+1],
+        temp = {"date": point_temp[window-1:],
                 "open": open_list, "high": high_list, "low": low_list, "close": close_list, "volume": vol_list, "upper": upper, "lower": lower,
                 "avg5": avg5, "avg10": avg10, "avg30": avg30, "avg60": avg60,
                 "fast_k": fast_k, "slow_k": slow_k, "slow_d": slow_d, "rsi": rsi, "rsis": rsis}
         data = pd.DataFrame(temp)
-        df_final_time = pd.DatetimeIndex(point_temp[:-window+1])
+        df_final_time = pd.DatetimeIndex(point_temp[window-1:])
         data.index = df_final_time
 
         return data
\ No newline at end of file
diff --git a/hts/Simulation.py b/hts/Simulation.py
index ae7bcfc..2518db5 100644
--- a/hts/Simulation.py
+++ b/hts/Simulation.py
@@ -180,11 +180,7 @@ if __name__ == "__main__":
     RESOURCE_DIR = PROJECT_HOME + "/resources/analysis/"+today.strftime("%Y%m%d")
 
     stock_codes = ["252670", "122630"]
-    given_days = ['20210901','20210902','20210903','20210906','20210907','20210908','20210909','20210910','20210913',
-                  '20210914','20210915','20210916','20210917','20210923','20210924','20210927','20210928','20210929',
-                  '20210930','20211001','20211005','20211006','20211007','20211008','20211012','20211013','20211014',
-                  '20211018', '20211019','20211020','20211021','20211022','20211025']
-    given_days = ['20220128']
+    given_days = ['20210901', '20211020', '20220128', '20220520']
     simulation = Simulation(stock_codes[0])
 
     given_days = sorted(given_days, reverse=True)