diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index 2872df83f..f88cdd9b9 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -3,12 +3,21 @@
 import logging
 import math
 import pandas as pd
+import pytest
 from unittest.mock import MagicMock
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
+from freqtrade.strategy.strategy import Strategy
+
+
+@pytest.fixture
+def default_strategy():
+    strategy = Strategy()
+    strategy.init({'strategy': 'default_strategy'})
+    return strategy
 
 
 def trim_dictlist(dl, num):
@@ -37,7 +46,7 @@ def test_generate_text_table():
         'TOTAL              2           15.00          0.60000000           100.0         2       0')  # noqa
 
 
-def test_get_timeframe():
+def test_get_timeframe(default_strategy):
     data = preprocess(optimize.load_data(
         None, ticker_interval=1, pairs=['BTC_UNITEST']))
     min_date, max_date = get_timeframe(data)
@@ -45,7 +54,7 @@ def test_get_timeframe():
     assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
 
 
-def test_backtest(default_conf, mocker):
+def test_backtest(default_strategy, default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     exchange._API = Bittrex({'key': '', 'secret': ''})
 
@@ -58,7 +67,7 @@ def test_backtest(default_conf, mocker):
     assert not results.empty
 
 
-def test_backtest_1min_ticker_interval(default_conf, mocker):
+def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     exchange._API = Bittrex({'key': '', 'secret': ''})
 
@@ -131,7 +140,7 @@ def simple_backtest(config, contour, num_results):
 # loaded by freqdata/optimize/__init__.py::load_data()
 
 
-def test_backtest2(default_conf, mocker):
+def test_backtest2(default_conf, mocker, default_strategy):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
     data = trim_dictlist(data, -200)
@@ -142,7 +151,7 @@ def test_backtest2(default_conf, mocker):
     assert not results.empty
 
 
-def test_processed(default_conf, mocker):
+def test_processed(default_conf, mocker, default_strategy):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     dict_of_tickerrows = load_data_test('raise')
     dataframes = optimize.preprocess(dict_of_tickerrows)
@@ -154,7 +163,7 @@ def test_processed(default_conf, mocker):
         assert col in cols
 
 
-def test_backtest_pricecontours(default_conf, mocker):
+def test_backtest_pricecontours(default_conf, mocker, default_strategy):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     tests = [['raise', 17], ['lower', 0], ['sine', 17]]
     for [contour, numres] in tests: