diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 1725a7d13..f29f599a6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -149,8 +149,8 @@ class Backtesting:
 
             # To avoid using data from future, we use buy/sell signals shifted
             # from the previous candle
-            df_analyzed.loc[:, 'buy'] = df_analyzed['buy'].shift(1)
-            df_analyzed.loc[:, 'sell'] = df_analyzed['sell'].shift(1)
+            df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
+            df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 89a38bf54..c6f711b74 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -467,8 +467,11 @@ class IStrategy(ABC):
         """
         Creates a dataframe and populates indicators for given candle (OHLCV) data
         Used by optimize operations only, not during dry / live runs.
+        Using .copy() to get a fresh copy of the dataframe for every strategy run.
+        Has positive effects on memory usage for whatever reason - also when
+        using only one strategy.
         """
-        return {pair: self.advise_indicators(pair_data, {'pair': pair})
+        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair})
                 for pair, pair_data in data.items()}
 
     def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 8bc399f42..1c31aeb6a 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -168,6 +168,19 @@ def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
     assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
 
 
+def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
+    timerange = TimeRange.parse_timerange('1510694220-1510700340')
+    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
+                     fill_up_missing=True)
+    strategy.ohlcvdata_to_dataframe(data)
+    assert aimock.call_count == 1
+    # Ensure that a copy of the dataframe is passed to advice_indicators
+    assert aimock.call_args_list[0][0][0] is not data
+
+
 def test_min_roi_reached(default_conf, fee) -> None:
 
     # Use list to confirm sequence does not matter