diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 19d8cd692..f2ec4f875 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -206,7 +206,7 @@ Hyper-optimization will, for each epoch round, pick one trigger and possibly mul
 
 #### Sell optimization
 
-Similar to the buy-signal above, sell-signals can also be optimized.
+Similar to the entry-signal above, exit-signals can also be optimized.
 Place the corresponding settings into the following methods
 
 * Define the parameters at the class level hyperopt shall be optimizing, either naming them `sell_*`, or by explicitly defining `space='sell'`.
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ec77d1cbf..1b11bf0da 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -906,7 +906,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
         ['sine', 9],
         ['raise', 10],
     ]
-    # While buy-signals are unrealistic, running backtesting
+    # While entry-signals are unrealistic, running backtesting
     # over and over again should not cause different results
     for [contour, numres] in tests:
         # Debug output for random test failure
@@ -935,7 +935,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    # While buy-signals are unrealistic, running backtesting
+    # While entry-signals are unrealistic, running backtesting
     # over and over again should not cause different results
     assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b51637143..33e44eed9 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3784,7 +3784,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
 
     assert freqtrade.handle_trade(trade) is False
 
-    # Test if buy-signal is absent (should sell due to roi = true)
+    # Test if entry-signal is absent (should sell due to roi = true)
     if is_short:
         patch_get_signal(freqtrade, enter_long=False, exit_short=False)
     else:
@@ -4001,7 +4001,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
     patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
     assert freqtrade.handle_trade(trade) is True
 
-    # Test if buy-signal is absent
+    # Test if entry-signal is absent
     patch_get_signal(freqtrade)
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index b14f83bf9..5f8b20251 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -259,12 +259,12 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
 
     buy = find_trace_in_fig_data(figure.data, "buy")
     assert isinstance(buy, go.Scatter)
-    # All buy-signals should be plotted
+    # All entry-signals should be plotted
     assert int(data['enter_long'].sum()) == len(buy.x)
 
     sell = find_trace_in_fig_data(figure.data, "sell")
     assert isinstance(sell, go.Scatter)
-    # All buy-signals should be plotted
+    # All entry-signals should be plotted
     assert int(data['exit_long'].sum()) == len(sell.x)
 
     assert find_trace_in_fig_data(figure.data, "Bollinger Band")