diff --git a/README.md b/README.md
index f4c9fa8..712e6d5 100644
--- a/README.md
+++ b/README.md
@@ -86,3 +86,5 @@ strategy0: 趋势追踪，增长趋势，
 [investing-algorithm-framework](https://github.com/coding-kitties/investing-algorithm-framework)
 
 回测信号可视化, /trading/strategySeries 一样从postgres拉信号/订单数据
+
+go plugin插件化(指标/策略), docker中运行回测
diff --git a/internal/sig/sig_server.go b/internal/sig/sig_server.go
index 74a978f..1fd7e05 100644
--- a/internal/sig/sig_server.go
+++ b/internal/sig/sig_server.go
@@ -94,7 +94,7 @@ func (s *SigServer) handleGrpcGenericCall(c *gin.Context) {
 	// put session
 	ctx := context.Background()
 	ctx = session.PutSubject(ctx, session.NewRpcSubject("123456"))
-	ctx, cancel = context.WithTimeout(ctx, time.Second*10)
+	ctx, cancel = context.WithTimeout(ctx, time.Second*20)
 	defer cancel()
 
 	// todo config call options
diff --git a/internal/trading/backtest/sig_strategy_backtester.go b/internal/trading/backtest/sig_strategy_backtester.go
index 4cfe9b0..e3324e3 100644
--- a/internal/trading/backtest/sig_strategy_backtester.go
+++ b/internal/trading/backtest/sig_strategy_backtester.go
@@ -75,7 +75,7 @@ func (b *SigStrategyBacktester) singleStrategySeries(ctx context.Context, sigStr
 	interval := types.Interval(sr.Interval)
 	kSeries := intervalKlineSeries.ComputeIfAbsent(interval, func() *sig.KlineSeries { return sig.NewKlineSeries(sr.Exchange, sr.InstId, interval) })
 	strategyContext := sig.NewStrategyContext(sigStrategyInput, kSeries, b.indicatorReg)
-	requiredSeries := int(sigStrategy.RequiredSeries(sigStrategyInput))
+	requiredSeries := int(sigStrategy.CandlePeriods(strategyContext))
 
 	requiredIntervalSeries := types.NewIntervalState[int16]()
 	requiredIntervalSeries.Set(interval, int16(max(1, requiredSeries)))
@@ -101,10 +101,10 @@ func (b *SigStrategyBacktester) singleStrategySeries(ctx context.Context, sigStr
 
 // intervalStrategySeries 多周期策略
 func (b *SigStrategyBacktester) intervalStrategySeries(ctx context.Context, intervalSigStrategy strategy.IIntervalSigStrategy, sigStrategyInput types.Input, sr *pb.SeriesRange, intervalKlineSeries *types.IntervalState[*sig.KlineSeries], recvSignal func(sigSide types.Side, k types.Kline) (err error)) (err error) {
-	// 各周期所需k线数量
-	requiredIntervalSeries := intervalSigStrategy.RequiredIntervalSeries(sigStrategyInput)
 	// 策略上下文
 	intervalStrategyContext := sig.NewIntervalStrategyContext(sigStrategyInput, intervalKlineSeries, b.indicatorReg)
+	// 各周期所需k线数量
+	requiredIntervalSeries := intervalSigStrategy.CandlePeriods(intervalStrategyContext)
 	err = b.multiIntervalSeries(ctx, sr, requiredIntervalSeries, intervalKlineSeries, func(driver bool, interval types.Interval, k *types.Kline) (err error) {
 		if !driver {
 			return
@@ -332,7 +332,7 @@ func (b *SigStrategyBacktester) _singleStrategySeries(ctx context.Context, sigSt
 	kSeries := sig.NewKlineSeries(sr.Exchange, sr.InstId, interval)
 	strategyContext := sig.NewStrategyContext(nil, kSeries, b.indicatorReg)
 
-	requiredSeries := int(sigStrategy.RequiredSeries(nil))
+	requiredSeries := int(sigStrategy.CandlePeriods(nil))
 	sr.WindowExtra = uint32(max(0, requiredSeries-1))
 	err = b.fetchHistoryKlineSeries(ctx, sr, func(k *types.Kline) (err error) {
 		if lastTs, serial := kSeries.Update(k); !serial {
diff --git a/pkg/strategy/cross_star.go b/pkg/strategy/cross_star.go
index b7baf9f..f42af00 100644
--- a/pkg/strategy/cross_star.go
+++ b/pkg/strategy/cross_star.go
@@ -34,7 +34,7 @@ func (s *CrossStar) Init(input types.Input) (err error) { // 校验参数, 并
 	return
 }
 
-func (s *CrossStar) RequiredIntervalSeries(input types.Input) (iss *types.IntervalState[int16]) {
+func (s *CrossStar) CandlePeriods(ctx IIntervalSigStrategyContext) (iss *types.IntervalState[int16]) {
 	iss = types.NewIntervalState[int16]()
 	iss.Set(types.Interval5m, 1)
 	iss.Set(types.Interval15m, 2)
diff --git a/pkg/strategy/gold_x.go b/pkg/strategy/gold_x.go
index 2680151..93838ef 100644
--- a/pkg/strategy/gold_x.go
+++ b/pkg/strategy/gold_x.go
@@ -1,14 +1,12 @@
 package strategy
 
 import (
-	"fmt"
 	"sig-pub/pkg/types"
 )
 
 // GoldX 金叉策略
 type GoldX struct {
 	ISigStrategy
-	short, long int16
 }
 
 func (s *GoldX) New() ISigStrategy {
@@ -20,39 +18,47 @@ func (s *GoldX) Meta() StrategyMeta {
 		Name: "GoldX",
 		Desc: "金叉策略",
 		Input: []types.InputArg{
-			{Name: "short", Type: types.InputTypeUInt, Desc: "短周期"},
-			{Name: "long", Type: types.InputTypeUInt, Desc: "长周期"},
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "macd快线周期"},
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "macd慢线周期"},
+			{Name: "singal", Type: types.InputTypeUInt, Desc: "macd信号线周期"},
 		},
 	}
 }
 
-func (s *GoldX) Init(input types.Input) (err error) { // 校验参数, 并根据参数初始化策略
-	s.short = input.Int16("short")
-	s.long = input.Int16("long")
-	if s.long <= s.short {
-		err = fmt.Errorf("param short should bigger then short")
-		return
-	}
+// Init 校验参数, 并根据参数初始化策略
+func (s *GoldX) Init(input types.Input) (err error) {
 	return
 }
 
-func (s *GoldX) RequiredSeries(input types.Input) int16 {
-	return max(s.long, s.short) + 1
+func (s *GoldX) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
+	return max(
+		ctx.Indicator("macd", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("macd_dea", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("macd_hist", ctx.Input()).CandlePeriods(),
+	)
 }
 
 func (s *GoldX) Update(ctx ISingleSigStrategyContext) (side types.Side) {
-	sma14 := ctx.Indicator("sma", s.short)
-	sma28 := ctx.Indicator("sma", s.long)
-	// 包装方法 crossover/crossunder
-	s14 := sma14.Series(0, 2)
-	s28 := sma28.Series(0, 2)
-	crossover := s14[0] > s28[0] && s14[1] < s28[1]  // 上穿
-	crossunder := s14[0] < s28[0] && s14[1] > s28[1] // 下穿
+	macd := ctx.Indicator("macd", ctx.Input()).Series(0, 2)        // macd线
+	macdDea := ctx.Indicator("macd_dea", ctx.Input()).Series(0, 2) // macd信号线
+	macdHist := ctx.Indicator("macd_hist", ctx.Input()).Get(0)     // macd柱状图
+
+	// todo 包装方法 crossover/crossunder
+	// 1.MACD 线接近或上穿零轴（表示整体多头市场）
+	crossover := macd[0] > macdDea[0] && macd[1] < macdDea[1]  // 上穿
+	crossunder := macd[0] < macdDea[0] && macd[1] > macdDea[1] // 下穿
+
 	if crossover {
-		return types.SideLong
+		// 2.附加确认条件: 柱状图从负值转为正值
+		if macdHist > 0 {
+			// todo 3.成交量放大（结合 OBV 等指标验证资金流入）。
+			return types.SideLong
+		}
 	}
 	if crossunder {
-		return types.SideShort
+		if macdHist < 0 {
+			return types.SideShort
+		}
 	}
 	return
 }
diff --git a/pkg/strategy/sig_strategy.go b/pkg/strategy/sig_strategy.go
index 19c2806..50724f1 100644
--- a/pkg/strategy/sig_strategy.go
+++ b/pkg/strategy/sig_strategy.go
@@ -22,7 +22,7 @@ type StrategyMeta struct {
 // ISingleSigStrategy 单周期单交易所策略
 type ISingleSigStrategy interface {
 	ISigStrategy
-	RequiredSeries(input types.Input) int16 // 需要的最小数据k线数, 回测时用, 若不定义则取最大窗口值
+	CandlePeriods(ctx ISingleSigStrategyContext) int16 // 需要的最小数据k线数, 回测时用, 若不定义则取最大窗口值
 	Update(ctx ISingleSigStrategyContext) (side types.Side)
 }
 
@@ -41,7 +41,7 @@ type ISingleSigStrategyContext interface {
 // 多周期k线策略接口
 type IIntervalSigStrategy interface {
 	ISigStrategy
-	RequiredIntervalSeries(input types.Input) (iss *types.IntervalState[int16]) // 需要的各周期最小数据k线数, 回测时用, 若不定义则取最大窗口值
+	CandlePeriods(ctx IIntervalSigStrategyContext) (iss *types.IntervalState[int16]) // 需要的各周期最小数据k线数, 回测时用, 若不定义则取最大窗口值
 	Update(ctx IIntervalSigStrategyContext) (side types.Side)
 }
 
diff --git a/pkg/strategy/super_trend.go b/pkg/strategy/super_trend.go
index fe22428..e1d8fbb 100644
--- a/pkg/strategy/super_trend.go
+++ b/pkg/strategy/super_trend.go
@@ -56,8 +56,8 @@ func (s *SupertrendBOSWaves) Init(input types.Input) (err error) { // 校验参
 	return
 }
 
-func (s *SupertrendBOSWaves) RequiredSeries(input types.Input) int16 {
-	return s.atrLength + 1
+func (s *SupertrendBOSWaves) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
+	return ctx.Input().Int16("atrLength") + 1
 }
 
 func (s *SupertrendBOSWaves) Update(ctx ISingleSigStrategyContext) (side types.Side) {