diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py
index 3ddff4772..4bc8bb493 100644
--- a/freqtrade/edge/__init__.py
+++ b/freqtrade/edge/__init__.py
@@ -46,10 +46,6 @@ class Edge():
         self.config = config
         self.exchange = exchange
         self.strategy = strategy
-        self.ticker_interval = self.strategy.ticker_interval
-        self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
-        self.advise_sell = self.strategy.advise_sell
-        self.advise_buy = self.strategy.advise_buy
 
         self.edge_config = self.config.get('edge', {})
         self._cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
@@ -100,7 +96,7 @@ class Edge():
         data = history.load_data(
             datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
             pairs=pairs,
-            ticker_interval=self.ticker_interval,
+            ticker_interval=self.strategy.ticker_interval,
             refresh_pairs=self._refresh_pairs,
             exchange=self.exchange,
             timerange=self._timerange
@@ -112,7 +108,7 @@ class Edge():
             logger.critical("No data found. Edge is stopped ...")
             return False
 
-        preprocessed = self.tickerdata_to_dataframe(data)
+        preprocessed = self.strategy.tickerdata_to_dataframe(data)
 
         # Print timeframe
         min_date, max_date = history.get_timeframe(preprocessed)
@@ -130,8 +126,8 @@ class Edge():
             pair_data = pair_data.sort_values(by=['date'])
             pair_data = pair_data.reset_index(drop=True)
 
-            ticker_data = self.advise_sell(
-                self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
+            ticker_data = self.strategy.advise_sell(
+                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
 
             trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range)
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 76c6556fa..47933668c 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -72,18 +72,16 @@ class Backtesting(object):
             IStrategy.dp = self.dataprovider
 
         if self.config.get('strategy_list', None):
-            # Force one interval
-            self.ticker_interval = str(self.config.get('ticker_interval'))
-            self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
             for strat in list(self.config['strategy_list']):
                 stratconf = deepcopy(self.config)
                 stratconf['strategy'] = strat
                 self.strategylist.append(StrategyResolver(stratconf).strategy)
 
         else:
-            # only one strategy
+            # No strategy list specified, only one strategy
             self.strategylist.append(StrategyResolver(self.config).strategy)
-        # Load one strategy
+
+        # Load one (first) strategy
         self._set_strategy(self.strategylist[0])
 
     def _set_strategy(self, strategy):
@@ -94,7 +92,6 @@ class Backtesting(object):
 
         self.ticker_interval = self.config.get('ticker_interval')
         self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
-        self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
         self.advise_buy = strategy.advise_buy
         self.advise_sell = strategy.advise_sell
         # Set stoploss_on_exchange to false for backtesting,
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d19d54031..28b9ce789 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -45,7 +45,6 @@ class Hyperopt(Backtesting):
     """
     def __init__(self, config: Dict[str, Any]) -> None:
         super().__init__(config)
-        self.config = config
         self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
 
         # set TARGET_TRADES to suit your number concurrent trades so its realistic
@@ -296,7 +295,9 @@ class Hyperopt(Backtesting):
             self.strategy.advise_indicators = \
                 self.custom_hyperopt.populate_indicators  # type: ignore
 
-        dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)
+        preprocessed = self.strategy.tickerdata_to_dataframe(data)
+
+        dump(preprocessed, TICKERDATA_PICKLE)
 
         # We don't need exchange instance anymore while running hyperopt
         self.exchange = None  # type: ignore