diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 61ecaa522..8e15a5a89 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -310,9 +310,18 @@ jobs:
     needs: [ build_linux, build_macos, build_windows, docs_check ]
     runs-on: ubuntu-20.04
     steps:
+
+    - name: Check user permission
+      id: check
+      uses: scherermichael-oss/action-has-permission@1.0.6
+      with:
+        required-permission: write
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+
     - name: Slack Notification
       uses: lazy-actions/slatify@v3.0.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI*'
diff --git a/docker-compose.yml b/docker-compose.yml
index 1f63059f0..80e194ab2 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -9,7 +9,7 @@ services:
     # Build step - only needed when additional dependencies are needed
     # build:
     #   context: .
-    #   dockerfile: "./docker/Dockerfile.technical"
+    #   dockerfile: "./docker/Dockerfile.custom"
     restart: unless-stopped
     container_name: freqtrade
     volumes:
diff --git a/docker/Dockerfile.technical b/docker/Dockerfile.custom
similarity index 50%
rename from docker/Dockerfile.technical
rename to docker/Dockerfile.custom
index 9431e72d0..10620e6b8 100644
--- a/docker/Dockerfile.technical
+++ b/docker/Dockerfile.custom
@@ -3,4 +3,5 @@ FROM freqtradeorg/freqtrade:develop
 RUN apt-get update \
     && apt-get -y install git \
     && apt-get clean \
-    && pip install git+https://github.com/freqtrade/technical
+    # The below dependency - pyti - serves as an example. Please use whatever you need!
+    && pip install pyti
diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 723163b2c..cc71f39a7 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -82,6 +82,8 @@ class MyAwesomeStrategy(IStrategy):
             return [Real(-0.05, -0.01, name='stoploss')]
 ```
 
+---
+
 ## Legacy Hyperopt
 
 This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
diff --git a/docs/backtesting.md b/docs/backtesting.md
index d02c59f05..c8acfdbe1 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -23,8 +23,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 017264569..ca0515281 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -156,8 +156,8 @@ Head over to the [Backtesting Documentation](backtesting.md) to learn more.
 
 ### Additional dependencies with docker-compose
 
-If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
-For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.technical) for an example).
+If your strategy requires dependencies not included in the default image - it will be necessary to build the image on your host.
+For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.custom](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.custom) for an example).
 
 You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
 
diff --git a/docs/edge.md b/docs/edge.md
index 5565ca2f9..7f0a9cb2d 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -1,9 +1,9 @@
 # Edge positioning
 
-The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss. 
+The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss.
 
 !!! Warning
-    `Edge positioning` is not compatible with dynamic (volume-based) whitelist.
+    WHen using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
 
 !!! Note
     `Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
@@ -14,7 +14,7 @@ The `Edge Positioning` module uses probability to calculate your win rate and ri
 
 Trading strategies are not perfect. They are frameworks that are susceptible to the market and its indicators. Because the market is not at all predictable, sometimes a strategy will win and sometimes the same strategy will lose.
 
-To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money. 
+To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money.
 
 !!! tip "It doesn't matter how often, but how much!"
     A bad strategy might make 1 penny in *ten* transactions but lose 1 dollar in *one* transaction. If one only checks the number of winning trades, it would be misleading to think that the strategy is actually making a profit.
@@ -221,8 +221,7 @@ usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --max-open-trades INT
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 1ce1f9a86..db7a23f02 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -55,8 +55,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 optional arguments:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
diff --git a/docs/plotting.md b/docs/plotting.md
index d7ed5ab1f..63afa16b6 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -66,8 +66,7 @@ optional arguments:
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --no-trades           Skip using trades from backtesting file and DB.
 
 Common arguments:
@@ -264,8 +263,7 @@ optional arguments:
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
-                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
-                        `1d`).
+                        Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 0068dd5d2..711b6ca46 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,3 +1,3 @@
-mkdocs-material==7.0.6
+mkdocs-material==7.0.7
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.1.1
diff --git a/docs/utils.md b/docs/utils.md
index cf7d5f1d1..a84f068e9 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -264,7 +264,7 @@ All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpr
 
 ## List Timeframes
 
-Use the `list-timeframes` subcommand to see the list of timeframes (ticker intervals) available for the exchange.
+Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
 
 ```
 usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 3c34ff162..0dee480b3 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -1,4 +1,5 @@
 import logging
+import secrets
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -138,6 +139,32 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Insert Telegram chat id",
             "when": lambda x: x['telegram']
         },
+        {
+            "type": "confirm",
+            "name": "api_server",
+            "message": "Do you want to enable the Rest API (includes FreqUI)?",
+            "default": False,
+        },
+        {
+            "type": "text",
+            "name": "api_server_listen_addr",
+            "message": "Insert Api server Listen Address (best left untouched default!)",
+            "default": "127.0.0.1",
+            "when": lambda x: x['api_server']
+        },
+        {
+            "type": "text",
+            "name": "api_server_username",
+            "message": "Insert api-server username",
+            "default": "freqtrader",
+            "when": lambda x: x['api_server']
+        },
+        {
+            "type": "text",
+            "name": "api_server_password",
+            "message": "Insert api-server password",
+            "when": lambda x: x['api_server']
+        },
     ]
     answers = prompt(questions)
 
@@ -145,6 +172,9 @@ def ask_user_config() -> Dict[str, Any]:
         # Interrupted questionary sessions return an empty dict.
         raise OperationalException("User interrupted interactive questions.")
 
+    # Force JWT token to be a random string
+    answers['api_server_jwt_key'] = secrets.token_hex()
+
     return answers
 
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 8e9f0c994..cea353109 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -118,7 +118,7 @@ AVAILABLE_CLI_OPTIONS = {
     # Optimize common
     "timeframe": Arg(
         '-i', '--timeframe', '--ticker-interval',
-        help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
+        help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
         '--timerange',
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 9e6076dfb..d509bfaa5 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -99,7 +99,7 @@ def start_list_hyperopts(args: Dict[str, Any]) -> None:
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
-    Print ticker intervals (timeframes) available on Exchange
+    Print timeframes available on Exchange
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
     # Do not use timeframe set in the config
@@ -177,7 +177,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             # human-readable formats.
             print()
 
-        if len(pairs):
+        if pairs:
             if args.get('print_list', False):
                 # print data as a list, with human-readable summary
                 print(f"{summary_str}: {', '.join(pairs.keys())}.")
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index c7e49f33d..31e38d572 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -149,11 +149,6 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
     if not conf.get('edge', {}).get('enabled'):
         return
 
-    if conf.get('pairlist', {}).get('method') == 'VolumePairList':
-        raise OperationalException(
-            "Edge and VolumePairList are incompatible, "
-            "Edge will override whatever pairs VolumePairlist selects."
-        )
     if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
         raise OperationalException(
             "Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
diff --git a/freqtrade/configuration/directory_operations.py b/freqtrade/configuration/directory_operations.py
index 51310f013..1ce8d1461 100644
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -72,6 +72,5 @@ def copy_sample_files(directory: Path, overwrite: bool = False) -> None:
             if not overwrite:
                 logger.warning(f"File `{targetfile}` exists already, not deploying sample file.")
                 continue
-            else:
-                logger.warning(f"File `{targetfile}` exists already, overwriting.")
+            logger.warning(f"File `{targetfile}` exists already, overwriting.")
         shutil.copy(str(sourcedir / source), str(targetfile))
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index d4053abaa..c9d4ef19f 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -110,22 +110,35 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     df.reset_index(inplace=True)
     len_before = len(dataframe)
     len_after = len(df)
+    pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
     if len_before != len_after:
-        logger.info(f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}")
+        message = (f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}"
+                   f" - {round(pct_missing * 100, 2)} %")
+        if pct_missing > 0.01:
+            logger.info(message)
+        else:
+            # Don't be verbose if only a small amount is missing
+            logger.debug(message)
     return df
 
 
-def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date') -> DataFrame:
+def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
+                   startup_candles: int = 0) -> DataFrame:
     """
     Trim dataframe based on given timerange
     :param df: Dataframe to trim
     :param timerange: timerange (use start and end date if available)
-    :param: df_date_col: Column in the dataframe to use as Date column
+    :param df_date_col: Column in the dataframe to use as Date column
+    :param startup_candles: When not 0, is used instead the timerange start date
     :return: trimmed dataframe
     """
-    if timerange.starttype == 'date':
-        start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
-        df = df.loc[df[df_date_col] >= start, :]
+    if startup_candles:
+        # Trim candles instead of timeframe in case of given startup_candle count
+        df = df.iloc[startup_candles:, :]
+    else:
+        if timerange.starttype == 'date':
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            df = df.loc[df[df_date_col] >= start, :]
     if timerange.stoptype == 'date':
         stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
         df = df.loc[df[df_date_col] <= stop, :]
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index ff86e522e..d1f76c21f 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -84,9 +84,8 @@ class Edge:
             self.fee = self.exchange.get_fee(symbol=expand_pairlist(
                 self.config['exchange']['pair_whitelist'], list(self.exchange.markets))[0])
 
-    def calculate(self) -> bool:
-        pairs = expand_pairlist(self.config['exchange']['pair_whitelist'],
-                                list(self.exchange.markets))
+    def calculate(self, pairs: List[str]) -> bool:
+
         heartbeat = self.edge_config.get('process_throttle_secs')
 
         if (self._last_updated > 0) and (
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index c66db860f..be0a1e483 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -140,7 +140,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                     logger.warning('retrying %s() still for %s times', f.__name__, count)
                     count -= 1
                     kwargs.update({'count': count})
-                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                    if isinstance(ex, (DDosProtection, RetryableOrderError)):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)
                         logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 5b6e2b20d..85c5b4c6d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -806,7 +806,7 @@ class Exchange:
 
         # Gather coroutines to run
         for pair, timeframe in set(pair_list):
-            if (not ((pair, timeframe) in self._klines)
+            if (((pair, timeframe) not in self._klines)
                     or self._now_is_time_to_refresh(pair, timeframe)):
                 input_coroutines.append(self._async_get_candle_history(pair, timeframe,
                                                                        since_ms=since_ms))
@@ -958,7 +958,7 @@ class Exchange:
         while True:
             t = await self._async_fetch_trades(pair,
                                                params={self._trades_pagination_arg: from_id})
-            if len(t):
+            if t:
                 # Skip last id since its the key for the next call
                 trades.extend(t[:-1])
                 if from_id == t[-1][1] or t[-1][0] > until:
@@ -990,7 +990,7 @@ class Exchange:
         # DEFAULT_TRADES_COLUMNS: 1 -> id
         while True:
             t = await self._async_fetch_trades(pair, since=since)
-            if len(t):
+            if t:
                 since = t[-1][0]
                 trades.extend(t)
                 # Reached the end of the defined-download period
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 73f4c91be..dd6966848 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -225,7 +225,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Calculating Edge positioning
         if self.edge:
-            self.edge.calculate()
+            self.edge.calculate(_whitelist)
             _whitelist = self.edge.adjust(_whitelist)
 
         if trades:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 765e2844a..ff1dd934c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -443,7 +443,8 @@ class Backtesting:
 
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
-            preprocessed[pair] = trim_dataframe(df, timerange)
+            preprocessed[pair] = trim_dataframe(df, timerange,
+                                                startup_candles=self.required_startup)
         min_date, max_date = history.get_timerange(preprocessed)
 
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index a5f505bee..aab7def05 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -44,7 +44,7 @@ class EdgeCli:
             'timerange') is None else str(self.config.get('timerange')))
 
     def start(self) -> None:
-        result = self.edge.calculate()
+        result = self.edge.calculate(self.config['exchange']['pair_whitelist'])
         if result:
             print('')  # blank line for readability
             print(generate_edge_table(self.edge._cached_pairs))
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index f7c2da4ec..d6003cf86 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -384,7 +384,8 @@ class Hyperopt:
 
         # Trim startup period from analyzed dataframe
         for pair, df in preprocessed.items():
-            preprocessed[pair] = trim_dataframe(df, timerange)
+            preprocessed[pair] = trim_dataframe(df, timerange,
+                                                startup_candles=self.backtesting.required_startup)
         min_date, max_date = get_timerange(preprocessed)
 
         logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index e951efddd..8eefff99c 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -31,7 +31,7 @@ class IHyperOpt(ABC):
     Defines the mandatory structure must follow any custom hyperopt
 
     Class attributes you can use:
-        ticker_interval -> int: value of the ticker interval to use for the strategy
+        timeframe -> int: value of the timeframe to use for the strategy
     """
     ticker_interval: str  # DEPRECATED
     timeframe: str
@@ -91,7 +91,7 @@ class IHyperOpt(ABC):
 
         This method implements adaptive roi hyperspace with varied
         ranges for parameters which automatically adapts to the
-        ticker interval used.
+        timeframe used.
 
         It's used by Freqtrade by default, if no custom roi_space method is defined.
         """
@@ -113,7 +113,7 @@ class IHyperOpt(ABC):
         # * 'roi_p' (limits for the ROI value steps) components are scaled logarithmically.
         #
         # The scaling is designed so that it maps exactly to the legacy Freqtrade roi_space()
-        # method for the 5m ticker interval.
+        # method for the 5m timeframe.
         roi_t_scale = timeframe_min / 5
         roi_p_scale = math.log1p(timeframe_min) / math.log1p(5)
         roi_limits = {
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 78f45de0b..465f3d443 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -611,7 +611,7 @@ class LocalTrade():
 
         else:
             # Not used during backtesting, but might be used by a strategy
-            sel_trades = [trade for trade in LocalTrade.trades + LocalTrade.trades_open]
+            sel_trades = list(LocalTrade.trades + LocalTrade.trades_open)
 
         if pair:
             sel_trades = [trade for trade in sel_trades if trade.pair == pair]
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 7d91bb77c..73a9436fa 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,7 +2,7 @@
 Performance pair list filter
 """
 import logging
-from typing import Any, Dict, List
+from typing import Dict, List
 
 import pandas as pd
 
@@ -15,11 +15,6 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(IPairList):
 
-    def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
-                 pairlist_pos: int) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-
     @property
     def needstickers(self) -> bool:
         """
diff --git a/freqtrade/plugins/protections/cooldown_period.py b/freqtrade/plugins/protections/cooldown_period.py
index f74f83885..a2d8eca34 100644
--- a/freqtrade/plugins/protections/cooldown_period.py
+++ b/freqtrade/plugins/protections/cooldown_period.py
@@ -1,7 +1,6 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Dict
 
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
@@ -15,9 +14,6 @@ class CooldownPeriod(IProtection):
     has_global_stop: bool = False
     has_local_stop: bool = True
 
-    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
-        super().__init__(config, protection_config)
-
     def _reason(self) -> str:
         """
         LockReason to use
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index b1b66e3ae..05fbac10d 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -196,9 +196,9 @@ class StrategyResolver(IResolver):
             strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
             strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
             strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-            if any([x == 2 for x in [strategy._populate_fun_len,
-                                     strategy._buy_fun_len,
-                                     strategy._sell_fun_len]]):
+            if any(x == 2 for x in [strategy._populate_fun_len,
+                                    strategy._buy_fun_len,
+                                    strategy._sell_fun_len]):
                 strategy.INTERFACE_VERSION = 1
 
             return strategy
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 32a1c8597..eaca477d7 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -168,6 +168,7 @@ class TradeSchema(BaseModel):
     profit_ratio: Optional[float]
     profit_pct: Optional[float]
     profit_abs: Optional[float]
+    profit_fiat: Optional[float]
     sell_reason: Optional[str]
     sell_order_status: Optional[str]
     stop_loss_abs: Optional[float]
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 62f1c2592..1359729b9 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -173,6 +173,15 @@ class RPC:
                     current_rate = NAN
                 current_profit = trade.calc_profit_ratio(current_rate)
                 current_profit_abs = trade.calc_profit(current_rate)
+
+                # Calculate fiat profit
+                if self._fiat_converter:
+                    current_profit_fiat = self._fiat_converter.convert_amount(
+                        current_profit_abs,
+                        self._freqtrade.config['stake_currency'],
+                        self._freqtrade.config['fiat_display_currency']
+                    )
+
                 # Calculate guaranteed profit (in case of trailing stop)
                 stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
                 stoploss_entry_dist_ratio = trade.calc_profit_ratio(trade.stop_loss)
@@ -191,6 +200,7 @@ class RPC:
                     profit_ratio=current_profit,
                     profit_pct=round(current_profit * 100, 2),
                     profit_abs=current_profit_abs,
+                    profit_fiat=current_profit_fiat,
 
                     stoploss_current_dist=stoploss_current_dist,
                     stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 226bf1a81..42f088f9f 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -54,15 +54,15 @@
         "chat_id": "{{ telegram_chat_id }}"
     },
     "api_server": {
-        "enabled": false,
-        "listen_ip_address": "127.0.0.1",
+        "enabled": {{ api_server | lower }},
+        "listen_ip_address": "{{ api_server_listen_addr | default("127.0.0.1", true) }}",
         "listen_port": 8080,
         "verbosity": "error",
         "enable_openapi": false,
-        "jwt_secret_key": "somethingrandom",
+        "jwt_secret_key": "{{ api_server_jwt_key }}",
         "CORS_origins": [],
-        "username": "",
-        "password": ""
+        "username": "{{ api_server_username }}",
+        "password": "{{ api_server_password }}"
     },
     "bot_name": "freqtrade",
     "initial_state": "running",
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 9d69ee520..13fc0853a 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -28,8 +28,9 @@ class {{ strategy }}(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
-    populate_sell_trend, hyperopt_space, buy_strategy_generator
+    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    You should keep:
+    - timeframe, minimal_roi, stoploss, trailing_*
     """
     # Strategy interface version - allow new iterations of the strategy interface.
     # Check the documentation or the Sample strategy to get the latest version.
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 84f3fbc9e..29b550ea4 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -29,8 +29,9 @@ class SampleStrategy(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
-    populate_sell_trend, hyperopt_space, buy_strategy_generator
+    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    You should keep:
+    - timeframe, minimal_roi, stoploss, trailing_*
     """
     # Strategy interface version - allow new iterations of the strategy interface.
     # Check the documentation or the Sample strategy to get the latest version.
diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 8cdb6fd28..9eb490f83 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.6.1
+scipy==1.6.2
 scikit-learn==0.24.1
 scikit-optimize==0.8.1
 filelock==3.0.12
diff --git a/requirements.txt b/requirements.txt
index 56ada691f..e4984cf47 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,11 +1,11 @@
-numpy==1.20.1
+numpy==1.20.2
 pandas==1.2.3
 
-ccxt==1.43.89
+ccxt==1.45.44
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.6
+cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.2
+SQLAlchemy==1.4.3
 python-telegram-bot==13.4.1
 arrow==1.0.3
 cachetools==4.2.1
@@ -14,6 +14,7 @@ urllib3==1.26.4
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.19
+technical==1.2.2
 tabulate==0.8.9
 pycoingecko==1.4.0
 jinja2==2.11.3
@@ -39,4 +40,4 @@ aiofiles==0.6.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.9.0
-prompt-toolkit==3.0.17
+prompt-toolkit==3.0.18
diff --git a/setup.py b/setup.py
index 118bc8485..bf23fb999 100644
--- a/setup.py
+++ b/setup.py
@@ -77,6 +77,7 @@ setup(name='freqtrade',
           'wrapt',
           'jsonschema',
           'TA-Lib',
+          'technical',
           'tabulate',
           'pycoingecko',
           'py_find_1st',
diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py
index 291720f4b..66c750e79 100644
--- a/tests/commands/test_build_config.py
+++ b/tests/commands/test_build_config.py
@@ -50,6 +50,10 @@ def test_start_new_config(mocker, caplog, exchange):
         'telegram': False,
         'telegram_token': 'asdf1244',
         'telegram_chat_id': '1144444',
+        'api_server': False,
+        'api_server_listen_addr': '127.0.0.1',
+        'api_server_username': 'freqtrader',
+        'api_server_password': 'MoneyMachine',
     }
     mocker.patch('freqtrade.commands.build_config_commands.ask_user_config',
                  return_value=sample_selections)
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 4fdcce4d2..68960af1c 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -10,7 +10,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
                                       trades_to_ohlcv, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
-from tests.conftest import log_has
+from tests.conftest import log_has, log_has_re
 from tests.data.test_history import _backup_file, _clean_test_file
 
 
@@ -62,8 +62,8 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
     # Column names should not change
     assert (data.columns == data2.columns).all()
 
-    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
-                   f"{len(data)} - after: {len(data2)}", caplog)
+    assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
+                      f"{len(data)} - after: {len(data2)}.*", caplog)
 
     # Test fillup actually fixes invalid backtest data
     min_date, max_date = get_timerange({'UNITTEST/BTC': data})
@@ -125,8 +125,8 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     # Column names should not change
     assert (data.columns == data2.columns).all()
 
-    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
-                   f"{len(data)} - after: {len(data2)}", caplog)
+    assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
+                      f"{len(data)} - after: {len(data2)}.*", caplog)
 
 
 def test_ohlcv_drop_incomplete(caplog):
@@ -197,6 +197,16 @@ def test_trim_dataframe(testdatadir) -> None:
     assert all(data_modify.iloc[-1] == data.iloc[-1])
     assert all(data_modify.iloc[0] == data.iloc[30])
 
+    data_modify = data.copy()
+    tr = TimeRange('date', None, min_date + 1800, 0)
+    # Remove first 20 candles - ignores min date
+    data_modify = trim_dataframe(data_modify, tr, startup_candles=20)
+    assert not data_modify.equals(data)
+    assert len(data_modify) < len(data)
+    assert len(data_modify) == len(data) - 20
+    assert all(data_modify.iloc[-1] == data.iloc[-1])
+    assert all(data_modify.iloc[0] == data.iloc[20])
+
     data_modify = data.copy()
     # Remove last 30 minutes (1800 s)
     tr = TimeRange(None, 'date', 0, max_date - 1800)
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index c30bce6a4..5142dd985 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -266,7 +266,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
     # should not recalculate if heartbeat not reached
     edge._last_updated = arrow.utcnow().int_timestamp - heartbeat + 1
 
-    assert edge.calculate() is False
+    assert edge.calculate(edge_conf['exchange']['pair_whitelist']) is False
 
 
 def mocked_load_data(datadir, pairs=[], timeframe='0m',
@@ -310,7 +310,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
     mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
-    assert edge.calculate()
+    assert edge.calculate(edge_conf['exchange']['pair_whitelist'])
     assert len(edge._cached_pairs) == 2
     assert edge._last_updated <= arrow.utcnow().int_timestamp + 2
 
@@ -322,7 +322,7 @@ def test_edge_process_no_data(mocker, edge_conf, caplog):
     mocker.patch('freqtrade.edge.edge_positioning.load_data', MagicMock(return_value={}))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
-    assert not edge.calculate()
+    assert not edge.calculate(edge_conf['exchange']['pair_whitelist'])
     assert len(edge._cached_pairs) == 0
     assert log_has("No data found. Edge is stopped ...", caplog)
     assert edge._last_updated == 0
@@ -337,7 +337,7 @@ def test_edge_process_no_trades(mocker, edge_conf, caplog):
     mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
-    assert not edge.calculate()
+    assert not edge.calculate(edge_conf['exchange']['pair_whitelist'])
     assert len(edge._cached_pairs) == 0
     assert log_has("No trades found.", caplog)
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0ba6f4a7f..3655b941d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -268,7 +268,7 @@ tc16 = BTContainer(data=[
 # Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
-# Uses open as sell-rate (special case) - since the roi-time is a multiple of the ticker interval.
+# Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index b11470711..64918ed47 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -92,6 +92,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'profit_ratio': -0.00408133,
         'profit_pct': -0.41,
         'profit_abs': -4.09e-06,
+        'profit_fiat': ANY,
         'stop_loss_abs': 9.882e-06,
         'stop_loss_pct': -10.0,
         'stop_loss_ratio': -0.1,
@@ -159,6 +160,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'profit_ratio': ANY,
         'profit_pct': ANY,
         'profit_abs': ANY,
+        'profit_fiat': ANY,
         'stop_loss_abs': 9.882e-06,
         'stop_loss_pct': -10.0,
         'stop_loss_ratio': -0.1,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index bef70a5dd..dd46d0734 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -786,6 +786,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'profit_ratio': -0.00408133,
         'profit_pct': -0.41,
         'profit_abs': -4.09e-06,
+        'profit_fiat': ANY,
         'current_rate': 1.099e-05,
         'open_date': ANY,
         'open_date_hum': 'just now',
@@ -965,6 +966,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'profit_ratio': None,
         'profit_pct': None,
         'profit_abs': None,
+        'profit_fiat': None,
         'fee_close': 0.0025,
         'fee_close_cost': None,
         'fee_close_currency': None,
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index 98842ff7c..7171b93ae 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -28,7 +28,7 @@ class DefaultStrategy(IStrategy):
     # Optimal stoploss designed for the strategy
     stoploss = -0.10
 
-    # Optimal ticker interval for the strategy
+    # Optimal timeframe for the strategy
     timeframe = '5m'
 
     # Optional order type mapping
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
index 1e7bb5e1e..9ef00b110 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy.py
@@ -31,7 +31,7 @@ class TestStrategyLegacy(IStrategy):
     # This attribute will be overridden if the config file contains "stoploss"
     stoploss = -0.10
 
-    # Optimal ticker interval for the strategy
+    # Optimal timeframe for the strategy
     # Keep the legacy value here to test compatibility
     ticker_interval = '5m'
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index a0824e65c..15fbab7f8 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -860,22 +860,6 @@ def test_validate_tsl(default_conf):
         validate_config_consistency(default_conf)
 
 
-def test_validate_edge(edge_conf):
-    edge_conf.update({"pairlist": {
-        "method": "VolumePairList",
-    }})
-
-    with pytest.raises(OperationalException,
-                       match="Edge and VolumePairList are incompatible, "
-                       "Edge will override whatever pairs VolumePairlist selects."):
-        validate_config_consistency(edge_conf)
-
-    edge_conf.update({"pairlist": {
-        "method": "StaticPairList",
-    }})
-    validate_config_consistency(edge_conf)
-
-
 def test_validate_edge2(edge_conf):
     edge_conf.update({"ask_strategy": {
         "use_sell_signal": True,