diff --git a/docs/backtesting.md b/docs/backtesting.md
index 6db573224..837fcfa3b 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -103,12 +103,6 @@ The full timerange specification:
 - Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
 - Use tickframes between POSIX timestamps 1527595200 1527618600:
                                                 `--timerange=1527595200-1527618600`
-- Use last 123 tickframes of data: `--timerange=-123`
-- Use first 123 tickframes of data: `--timerange=123-`
-- Use tickframes from line 123 through 456: `--timerange=123-456`
-
-!!! warning
-    Be carefull when using non-date functions - these do not allow you to specify precise dates, so if you updated the test-data it will probably use a different dataset.
 
 ## Understand the backtesting result
 
diff --git a/docs/edge.md b/docs/edge.md
index d91522770..6374da9e6 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -249,13 +249,10 @@ freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
 freqtrade edge --timerange=20181110-20181113
 ```
 
-Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
+Doing `--timerange=-20190901` will get all available data until September 1st (excluding September 1st 2019).
 
 The full timerange specification:
 
-* Use last 123 tickframes of data: `--timerange=-123`
-* Use first 123 tickframes of data: `--timerange=123-`
-* Use tickframes from line 123 through 456: `--timerange=123-456`
 * Use tickframes till 2018/01/31: `--timerange=-20180131`
 * Use tickframes since 2018/01/31: `--timerange=20180131-`
 * Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py
index ec6eb75e6..2e92c9d85 100644
--- a/freqtrade/configuration/timerange.py
+++ b/freqtrade/configuration/timerange.py
@@ -42,9 +42,8 @@ class TimeRange:
                   (r'^-(\d{10})$', (None, 'date')),
                   (r'^(\d{10})-$', ('date', None)),
                   (r'^(\d{10})-(\d{10})$', ('date', 'date')),
-                  (r'^(-\d+)$', (None, 'line')),
-                  (r'^(\d+)-$', ('line', None)),
-                  (r'^(\d+)-(\d+)$', ('index', 'index'))]
+                  (r'^(\d{13})-(\d{13})$', ('date', 'date')),
+                  ]
         for rex, stype in syntax:
             # Apply the regular expression to text
             match = re.match(rex, text)
@@ -57,6 +56,8 @@ class TimeRange:
                     starts = rvals[index]
                     if stype[0] == 'date' and len(starts) == 8:
                         start = arrow.get(starts, 'YYYYMMDD').timestamp
+                    elif len(starts) == 13:
+                        start = int(starts) // 1000
                     else:
                         start = int(starts)
                     index += 1
@@ -64,6 +65,8 @@ class TimeRange:
                     stops = rvals[index]
                     if stype[1] == 'date' and len(stops) == 8:
                         stop = arrow.get(stops, 'YYYYMMDD').timestamp
+                    elif len(stops) == 13:
+                        stop = int(stops) // 1000
                     else:
                         stop = int(stops)
                 return TimeRange(stype[0], stype[1], start, stop)
diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 991a639ca..3bebcf44f 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -33,20 +33,12 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     start_index = 0
     stop_index = len(tickerlist)
 
-    if timerange.starttype == 'line':
-        stop_index = timerange.startts
-    if timerange.starttype == 'index':
-        start_index = timerange.startts
-    elif timerange.starttype == 'date':
+    if timerange.starttype == 'date':
         while (start_index < len(tickerlist) and
                tickerlist[start_index][0] < timerange.startts * 1000):
             start_index += 1
 
-    if timerange.stoptype == 'line':
-        start_index = max(len(tickerlist) + timerange.stopts, 0)
-    if timerange.stoptype == 'index':
-        stop_index = timerange.stopts
-    elif timerange.stoptype == 'date':
+    if timerange.stoptype == 'date':
         while (stop_index > 0 and
                tickerlist[stop_index-1][0] > timerange.stopts * 1000):
             stop_index -= 1
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 27a8ee02e..4068e00e4 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -53,12 +53,12 @@ def test_load_trades_db(default_conf, fee, mocker):
 
 def test_extract_trades_of_period(testdatadir):
     pair = "UNITTEST/BTC"
-    timerange = TimeRange(None, 'line', 0, -1000)
+    # 2018-11-14 06:07:00
+    timerange = TimeRange('date', None, 1510639620, 0)
 
     data = load_pair_history(pair=pair, ticker_interval='1m',
                              datadir=testdatadir, timerange=timerange)
 
-    # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
     trades = DataFrame(
         {'pair': [pair, pair, pair, pair],
          'profit_percent': [0.0, 0.1, -0.2, -0.5],