diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 9bc5888ce..1293c7ab4 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -159,6 +159,9 @@ So let's write the buy strategy using these values:
                         dataframe['macd'], dataframe['macdsignal']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
index 08178da4b..ec787cbb6 100644
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ b/freqtrade/templates/base_hyperopt.py.j2
@@ -66,6 +66,9 @@ class {{ hyperopt }}(IHyperOpt):
                         dataframe['close'], dataframe['sar']
                     ))
 
+            # Check that the candle had volume
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
@@ -111,6 +114,9 @@ class {{ hyperopt }}(IHyperOpt):
                         dataframe['sar'], dataframe['close']
                     ))
 
+            # Check that the candle had volume
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
index 0baa00442..0b6d030db 100644
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -78,6 +78,9 @@ class SampleHyperOpt(IHyperOpt):
                         dataframe['close'], dataframe['sar']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
@@ -138,6 +141,9 @@ class SampleHyperOpt(IHyperOpt):
                         dataframe['sar'], dataframe['close']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index c8067ad28..7f05c4430 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -93,6 +93,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
                         dataframe['close'], dataframe['sar']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),
@@ -153,6 +156,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
                         dataframe['sar'], dataframe['close']
                     ))
 
+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
             if conditions:
                 dataframe.loc[
                     reduce(lambda x, y: x & y, conditions),