diff --git a/pkg/bbgo/marketdatastore.go b/pkg/bbgo/marketdatastore.go
index dd9eaf099..f51256111 100644
--- a/pkg/bbgo/marketdatastore.go
+++ b/pkg/bbgo/marketdatastore.go
@@ -5,6 +5,8 @@ import "github.com/c9s/bbgo/pkg/types"
 const MaxNumOfKLines = 5_000
 const MaxNumOfKLinesTruncate = 100
 
+const CapacityOfKLineWindowLimit = 5_000
+
 // MarketDataStore receives and maintain the public market data of a single symbol
 //go:generate callbackgen -type MarketDataStore
 type MarketDataStore struct {
@@ -57,8 +59,13 @@ func (store *MarketDataStore) AddKLine(k types.KLine) {
 	}
 	window.Add(k)
 
-	if len(*window) > MaxNumOfKLines {
-		*window = (*window)[MaxNumOfKLinesTruncate-1:]
+	lenOfWindow := len(*window)
+	capOfWindow := cap(*window)
+
+	if lenOfWindow == capOfWindow && capOfWindow > CapacityOfKLineWindowLimit {
+		truncatedWindow := (*window)[(CapacityOfKLineWindowLimit / 2):]
+		copy(*window, truncatedWindow)
+		*window = (*window)[:len(truncatedWindow)]
 	}
 
 	store.EmitKLineClosed(k)