diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 78cbe6d33..852759c12 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -230,7 +230,7 @@ class Backtesting(object):
             pair_data['buy'], pair_data['sell'] = 0, 0  # cleanup from previous run
 
             ticker_data = self.populate_sell_trend(
-                self.populate_buy_trend(pair_data))[headers].copy()
+                self.populate_buy_trend(pair_data, pair), pair)[headers].copy()
 
             # to avoid using data from future, we buy/sell with signal from previous candle
             ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index 836c7c302..6f578d079 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -146,7 +146,7 @@ def _trend(signals, buy_value, sell_value):
     return signals
 
 
-def _trend_alternate(dataframe=None):
+def _trend_alternate(dataframe=None, pair=None):
     signals = dataframe
     low = signals['low']
     n = len(low)
@@ -623,7 +623,7 @@ def test_backtest_ticks(default_conf, fee, mocker):
 
 def test_backtest_clash_buy_sell(mocker, default_conf):
     # Override the default buy trend function in our default_strategy
-    def fun(dataframe=None):
+    def fun(dataframe=None, pair=None):
         buy_value = 1
         sell_value = 1
         return _trend(dataframe, buy_value, sell_value)
@@ -638,7 +638,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf):
 
 def test_backtest_only_sell(mocker, default_conf):
     # Override the default buy trend function in our default_strategy
-    def fun(dataframe=None):
+    def fun(dataframe=None, pair=None):
         buy_value = 0
         sell_value = 1
         return _trend(dataframe, buy_value, sell_value)