diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index a5d059e4a..1a86eece5 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -30,7 +30,7 @@ class DataProvider:
         self._exchange = exchange
         self._pairlists = pairlists
         self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
-        self.__slice_index = None
+        self.__slice_index: Optional[int] = None
 
     def _set_dataframe_max_index(self, limit_index: int):
         """
@@ -88,6 +88,8 @@ class DataProvider:
 
     def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
         """
+        Retrieve the analyzed dataframe. Returns the full dataframe in trade mode (live / dry),
+        and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
@@ -99,9 +101,10 @@ class DataProvider:
             if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
                 df, date = self.__cached_pairs[pair_key]
             else:
-                max_index = self.__slice_index
                 df, date = self.__cached_pairs[pair_key]
-                df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
+                if self.__slice_index is not None:
+                    max_index = self.__slice_index
+                    df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
             return df, date
         else:
             return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index f7c984047..e057d8189 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -386,7 +386,7 @@ class Backtesting:
                     continue
 
                 row_index += 1
-                self.dataprovider._set_dataframe_max_index(row_index)   # noqa
+                self.dataprovider._set_dataframe_max_index(row_index)
                 indexes[pair] = row_index
 
                 # without positionstacking, we can only have one open trade per pair.
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index c69b52cad..2a9ac0690 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -39,7 +39,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     return self.stoploss
 
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                        time_in_force: str, **kwargs) -> bool:
+                        time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
     """
     Called right before placing a buy order.
     Timing for this function is critical, so avoid doing heavy computations or
@@ -54,6 +54,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     :param amount: Amount in target (quote) currency that's going to be traded.
     :param rate: Rate that's going to be used when using limit orders
     :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+    :param current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the buy-order is placed on the exchange.
         False aborts the process
@@ -61,7 +62,8 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     return True
 
 def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                       rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+                       rate: float, time_in_force: str, sell_reason: str,
+                       current_time: 'datetime', **kwargs) -> bool:
     """
     Called right before placing a regular sell order.
     Timing for this function is critical, so avoid doing heavy computations or
@@ -80,6 +82,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
     :param sell_reason: Sell reason.
         Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                         'sell_signal', 'force_sell', 'emergency_sell']
+    :param current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the sell-order is placed on the exchange.
         False aborts the process