diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index e089ebf31..48171d130 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -1,6 +1,9 @@
 import pandas as pd
 
-from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
+from freqtrade.strategy import IStrategy
+from datetime import datetime
+from freqtrade.persistence import Trade
 
 
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
@@ -83,3 +86,46 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
 
     # negative stoploss values indicate the requested stop price is higher than the current price
     return max(stoploss, 0.0)
+
+
+class HelperMixin(IStrategy):
+    custom_stoploss_config = {}
+
+    def get_custom_dataframe(self, pair: str):
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        return dataframe
+
+    def get_trade_candle(self, trade: 'Trade'):
+        """
+        search for nearest row of trade.open_date
+        """
+        trade_candle = self.find_candle_datetime(trade.open_date_utc, pair=trade.pair, now=None)
+        return trade_candle
+
+    def find_candle_datetime(self, query_date: datetime, pair: str, now: datetime):
+        result = None
+        dataframe = self.get_custom_dataframe(pair)
+        candle = self.find_candle_datetime_safer(query_date, now, dataframe,)
+        result = candle if candle.empty else candle.squeeze()
+        return result
+
+    def find_candle_datetime_faster(self, query_date: datetime, now: datetime, dataframe):
+        if(now and now == query_date):
+            candle = dataframe.iloc[-1]
+        else:
+            candle_date = timeframe_to_prev_date(self.timeframe, query_date)
+            candle = dataframe.loc[dataframe.date == candle_date]
+        return candle
+
+    def find_candle_datetime_safer(self, query_date: datetime, now: datetime, dataframe):
+        df = dataframe[['date']].set_index('date')
+
+        try:
+            date_mask = df.index.unique().get_loc(query_date, method='ffill')
+            candle = dataframe.iloc[date_mask]  # use iloc because date_mask maybe :int
+        except KeyError:  # trade.open_date may not exist yet
+            candle = pd.DataFrame(index=dataframe.index)
+        return candle
+
+    def __init__(self, config: dict) -> None:
+        super().__init__(config)