diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 078781114..e5c9241f0 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -136,7 +136,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             # Export parameters ...
             # TODO: make this optional? otherwise it'll overwrite previous parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-            HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            if fn:
+                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            else:
+                logger.warn("Strategy not found, not exporting parameter file.")
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0d0f07c8e..dcffab8b2 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -3,7 +3,7 @@ import io
 import logging
 from copy import deepcopy
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 
 import rapidjson
 import tabulate
@@ -21,18 +21,19 @@ logger = logging.getLogger(__name__)
 class HyperoptTools():
 
     @staticmethod
-    def get_strategy_filename(config: Dict, strategy_name: str) -> Path:
+    def get_strategy_filename(config: Dict, strategy_name: str) -> Optional[Path]:
         """
         Get Strategy-location (filename) from strategy_name
         """
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
         strategy_objs = StrategyResolver.search_all_objects(directory, False)
-        strategy = [s for s in strategy_objs if s['name'] == strategy_name]
-        if strategy:
-            strategy = strategy[0]
+        strategies = [s for s in strategy_objs if s['name'] == strategy_name]
+        if strategies:
+            strategy = strategies[0]
 
             return Path(strategy['location'])
+        return None
 
     @staticmethod
     def export_params(params, strategy_name: str, filename: Path):