diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6112a599e..b56a3550f 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -433,7 +433,7 @@ class FreqtradeBot:
                 Trade.total_open_trades_stakes()
             )
         else:
-            stake_amount = self.config['stake_amount']
+            stake_amount = self.strategy.get_stake_amount(pair)
             if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
                 stake_amount = self._calculate_unlimited_stake_amount()
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 47bb9edd9..5254d1d49 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -281,7 +281,7 @@ class Backtesting:
                     trades.append(trade_entry)
         return trades
 
-    def backtest(self, processed: Dict, stake_amount: float,
+    def backtest(self, processed: Dict,
                  start_date: datetime, end_date: datetime,
                  max_open_trades: int = 0, position_stacking: bool = False) -> DataFrame:
         """
@@ -292,7 +292,6 @@ class Backtesting:
         Avoid extensive logging in this method and functions it calls.
 
         :param processed: a processed dictionary with format {pair, data}
-        :param stake_amount: amount to use for each trade
         :param start_date: backtesting timerange start datetime
         :param end_date: backtesting timerange end datetime
         :param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited
@@ -308,6 +307,7 @@ class Backtesting:
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
         data: Dict = self._get_ohlcv_as_lists(processed)
+        get_stake_amount = self.strategy.get_stake_amount
 
         # Indexes per pair, so some pairs are allowed to have a missing start.
         indexes: Dict = {}
@@ -344,6 +344,7 @@ class Backtesting:
                         and tmp != end_date
                         and row[BUY_IDX] == 1 and row[SELL_IDX] != 1):
                     # Enter trade
+                    stake_amount = get_stake_amount(pair, row[DATE_IDX])
                     trade = Trade(
                         pair=pair,
                         open_rate=row[OPEN_IDX],
@@ -387,8 +388,7 @@ class Backtesting:
         """
         data: Dict[str, Any] = {}
 
-        logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
-        logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
+        logger.info("Using stake_currency: %s ...", self.config["stake_currency"])
 
         position_stacking = self.config.get('position_stacking', False)
 
@@ -422,7 +422,6 @@ class Backtesting:
             # Execute backtest and print results
             results = self.backtest(
                 processed=preprocessed,
-                stake_amount=self.config['stake_amount'],
                 start_date=min_date.datetime,
                 end_date=max_date.datetime,
                 max_open_trades=max_open_trades,
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e6256cafb..c03d36161 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -267,6 +267,13 @@ class IStrategy(ABC):
         """
         return []
 
+    def get_stake_amount(self, pair: str, date: datetime) -> float:
+        """ Called when placing a buy order
+        :param pair: Pair that's about to be bought.
+        :param date: date of the trade (should be the latest candle for live run mode).
+        """
+        return self.config['stake_amount']
+
 ###
 # END - Intended to be overridden by strategy
 ###