Add path loading snippet to derived strategies

closes #4279

docs/strategy-advanced.md

@@ -399,6 +399,17 @@ class MyAwesomeStrategy2(MyAwesomeStrategy):
 
 Both attributes and methods may be overridden, altering behavior of the original strategy in a way you need.
 
+!!! Note "Parent-strategy in different files"
+    If you have the parent-strategy in a different file, you'll need to add the following to the top of your "child"-file to ensure proper loading, otherwise freqtrade may not be able to load the parent strategy correctly.
+
+    ``` python
+    import sys
+    from pathlib import Path
+    sys.path.append(str(Path(__file__).parent))
+
+    from myawesomestrategy import MyAwesomeStrategy
+    ```
+
 ## Embedding Strategies
 
 Freqtrade provides you with with an easy way to embed the strategy into your configuration file.