diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 550f13e28..89e1accdd 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,8 @@ from skopt.space import Dimension
 from freqtrade.configuration import Arguments
 from freqtrade.data.history import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
-# Import IHyperOptLoss to allow users import from this file
+# Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
+from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F4
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F4
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index f1f123653..b81dc25e3 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -2,6 +2,8 @@
 IHyperOpt interface
 This module defines the interface to apply for hyperopts
 """
+import logging
+import math
 
 from abc import ABC, abstractmethod
 from typing import Dict, Any, Callable, List
@@ -9,15 +11,18 @@ from typing import Dict, Any, Callable, List
 from pandas import DataFrame
 from skopt.space import Dimension, Integer, Real
 
+from freqtrade.exchange import timeframe_to_minutes
+
+
+logger = logging.getLogger(__name__)
+
 
 class IHyperOpt(ABC):
     """
     Interface for freqtrade hyperopts
-    Defines the mandatory structure must follow any custom strategies
+    Defines the mandatory structure must follow any custom hyperopts
 
-    Attributes you can use:
-        minimal_roi -> Dict: Minimal ROI designed for the strategy
-        stoploss -> float: optimal stoploss designed for the strategy
+    Class attributes you can use:
         ticker_interval -> int: value of the ticker interval to use for the strategy
     """
     ticker_interval: str
@@ -75,6 +80,83 @@ class IHyperOpt(ABC):
 
         return roi_table
 
+    @staticmethod
+    def roi_space() -> List[Dimension]:
+        """
+        Create a ROI space.
+
+        Defines values to search for each ROI steps.
+
+        This method implements adaptive roi hyperspace with varied
+        ranges for parameters which automatically adapts to the
+        ticker interval used.
+
+        It's used by Freqtrade by default, if no custom roi_space method is defined.
+        """
+
+        # Default scaling coefficients for the roi hyperspace. Can be changed
+        # to adjust resulting ranges of the ROI tables.
+        # Increase if you need wider ranges in the roi hyperspace, decrease if shorter
+        # ranges are needed.
+        roi_t_alpha = 1.0
+        roi_p_alpha = 1.0
+
+        ticker_interval_mins = timeframe_to_minutes(IHyperOpt.ticker_interval)
+
+        # We define here limits for the ROI space parameters automagically adapted to the
+        # ticker_interval used by the bot:
+        #
+        # * 'roi_t' (limits for the time intervals in the ROI tables) components
+        #   are scaled linearly.
+        # * '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.
+        roi_t_scale = ticker_interval_mins / 5
+        roi_p_scale = math.log1p(ticker_interval_mins) / math.log1p(5)
+        roi_limits = {
+            'roi_t1_min': int(10 * roi_t_scale * roi_t_alpha),
+            'roi_t1_max': int(120 * roi_t_scale * roi_t_alpha),
+            'roi_t2_min': int(10 * roi_t_scale * roi_t_alpha),
+            'roi_t2_max': int(60 * roi_t_scale * roi_t_alpha),
+            'roi_t3_min': int(10 * roi_t_scale * roi_t_alpha),
+            'roi_t3_max': int(40 * roi_t_scale * roi_t_alpha),
+            'roi_p1_min': 0.01 * roi_p_scale * roi_p_alpha,
+            'roi_p1_max': 0.04 * roi_p_scale * roi_p_alpha,
+            'roi_p2_min': 0.01 * roi_p_scale * roi_p_alpha,
+            'roi_p2_max': 0.07 * roi_p_scale * roi_p_alpha,
+            'roi_p3_min': 0.01 * roi_p_scale * roi_p_alpha,
+            'roi_p3_max': 0.20 * roi_p_scale * roi_p_alpha,
+        }
+        logger.debug(f"Using roi space limits: {roi_limits}")
+        p = {
+            'roi_t1': roi_limits['roi_t1_min'],
+            'roi_t2': roi_limits['roi_t2_min'],
+            'roi_t3': roi_limits['roi_t3_min'],
+            'roi_p1': roi_limits['roi_p1_min'],
+            'roi_p2': roi_limits['roi_p2_min'],
+            'roi_p3': roi_limits['roi_p3_min'],
+        }
+        logger.info(f"Min roi table: {IHyperOpt.generate_roi_table(p)}")
+        p = {
+            'roi_t1': roi_limits['roi_t1_max'],
+            'roi_t2': roi_limits['roi_t2_max'],
+            'roi_t3': roi_limits['roi_t3_max'],
+            'roi_p1': roi_limits['roi_p1_max'],
+            'roi_p2': roi_limits['roi_p2_max'],
+            'roi_p3': roi_limits['roi_p3_max'],
+        }
+        logger.info(f"Max roi table: {IHyperOpt.generate_roi_table(p)}")
+
+        return [
+            Integer(roi_limits['roi_t1_min'], roi_limits['roi_t1_max'], name='roi_t1'),
+            Integer(roi_limits['roi_t2_min'], roi_limits['roi_t2_max'], name='roi_t2'),
+            Integer(roi_limits['roi_t3_min'], roi_limits['roi_t3_max'], name='roi_t3'),
+            Real(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], name='roi_p1'),
+            Real(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], name='roi_p2'),
+            Real(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], name='roi_p3'),
+        ]
+
     @staticmethod
     def stoploss_space() -> List[Dimension]:
         """
@@ -87,19 +169,14 @@ class IHyperOpt(ABC):
             Real(-0.5, -0.02, name='stoploss'),
         ]
 
-    @staticmethod
-    def roi_space() -> List[Dimension]:
-        """
-        Create a ROI space.
+    # This is needed for proper unpickling the class attribute ticker_interval
+    # which is set to the actual value by the resolver.
+    # Why do I still need such shamanic mantras in modern python?
+    def __getstate__(self):
+        state = self.__dict__.copy()
+        state['ticker_interval'] = self.ticker_interval
+        return state
 
-        Defines values to search for each ROI steps.
-        You may override it in your custom Hyperopt class.
-        """
-        return [
-            Integer(10, 120, name='roi_t1'),
-            Integer(10, 60, name='roi_t2'),
-            Integer(10, 40, name='roi_t3'),
-            Real(0.01, 0.04, name='roi_p1'),
-            Real(0.01, 0.07, name='roi_p2'),
-            Real(0.01, 0.20, name='roi_p3'),
-        ]
+    def __setstate__(self, state):
+        self.__dict__.update(state)
+        IHyperOpt.ticker_interval = state['ticker_interval']
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 5027d7ddf..540e1ca55 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -34,7 +34,7 @@ class HyperOptResolver(IResolver):
         self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path'))
 
         # Assign ticker_interval to be used in hyperopt
-        self.hyperopt.__class__.ticker_interval = str(config['ticker_interval'])
+        IHyperOpt.ticker_interval = str(config['ticker_interval'])
 
         if not hasattr(self.hyperopt, 'populate_buy_trend'):
             logger.warning("Custom Hyperopt does not provide populate_buy_trend. "