diff --git a/.gitignore b/.gitignore
index c81b55222..7c7102874 100644
--- a/.gitignore
+++ b/.gitignore
@@ -5,6 +5,8 @@ config.json
 *.sqlite
 .hyperopt
 logfile.txt
+hyperopt_trials.pickle
+user_data/
 
 # Byte-compiled / optimized / DLL files
 __pycache__/
@@ -85,5 +87,3 @@ target/
 .venv
 .idea
 .vscode
-
-hyperopt_trials.pickle
diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index fc2395feb..0481c7f3c 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -7,11 +7,10 @@ from enum import Enum
 from typing import Dict, List
 
 import arrow
-import talib.abstract as ta
 from pandas import DataFrame, to_datetime
 
-import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.exchange import get_ticker_history
+from freqtrade.strategy.strategy import Strategy
 
 logger = logging.getLogger(__name__)
 
@@ -46,182 +45,8 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
     you are using. Let uncomment only the indicator you are using in your strategies
     or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
     """
-
-    # Momentum Indicator
-    # ------------------------------------
-
-    # ADX
-    dataframe['adx'] = ta.ADX(dataframe)
-
-    # Awesome oscillator
-    dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
-    """
-    # Commodity Channel Index: values Oversold:<-100, Overbought:>100
-    dataframe['cci'] = ta.CCI(dataframe)
-    """
-    # MACD
-    macd = ta.MACD(dataframe)
-    dataframe['macd'] = macd['macd']
-    dataframe['macdsignal'] = macd['macdsignal']
-    dataframe['macdhist'] = macd['macdhist']
-
-    # MFI
-    dataframe['mfi'] = ta.MFI(dataframe)
-
-    # Minus Directional Indicator / Movement
-    dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-    dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-    # Plus Directional Indicator / Movement
-    dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-    dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-    dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-    """
-    # ROC
-    dataframe['roc'] = ta.ROC(dataframe)
-    """
-    # RSI
-    dataframe['rsi'] = ta.RSI(dataframe)
-    """
-    # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-    rsi = 0.1 * (dataframe['rsi'] - 50)
-    dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
-
-    # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
-    dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
-
-    # Stoch
-    stoch = ta.STOCH(dataframe)
-    dataframe['slowd'] = stoch['slowd']
-    dataframe['slowk'] = stoch['slowk']
-    """
-    # Stoch fast
-    stoch_fast = ta.STOCHF(dataframe)
-    dataframe['fastd'] = stoch_fast['fastd']
-    dataframe['fastk'] = stoch_fast['fastk']
-    """
-    # Stoch RSI
-    stoch_rsi = ta.STOCHRSI(dataframe)
-    dataframe['fastd_rsi'] = stoch_rsi['fastd']
-    dataframe['fastk_rsi'] = stoch_rsi['fastk']
-    """
-
-    # Overlap Studies
-    # ------------------------------------
-
-    # Previous Bollinger bands
-    # Because ta.BBANDS implementation is broken with small numbers, it actually
-    # returns middle band for all the three bands. Switch to qtpylib.bollinger_bands
-    # and use middle band instead.
-    dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
-    """
-    # Bollinger bands
-    """
-    bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-    dataframe['bb_lowerband'] = bollinger['lower']
-    dataframe['bb_middleband'] = bollinger['mid']
-    dataframe['bb_upperband'] = bollinger['upper']
-
-    # EMA - Exponential Moving Average
-    dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
-    dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
-    dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-    dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
-    dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
-
-    # SAR Parabol
-    dataframe['sar'] = ta.SAR(dataframe)
-
-    # SMA - Simple Moving Average
-    dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
-
-    # TEMA - Triple Exponential Moving Average
-    dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
-
-    # Cycle Indicator
-    # ------------------------------------
-    # Hilbert Transform Indicator - SineWave
-    hilbert = ta.HT_SINE(dataframe)
-    dataframe['htsine'] = hilbert['sine']
-    dataframe['htleadsine'] = hilbert['leadsine']
-
-    # Pattern Recognition - Bullish candlestick patterns
-    # ------------------------------------
-    """
-    # Hammer: values [0, 100]
-    dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
-
-    # Inverted Hammer: values [0, 100]
-    dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
-
-    # Dragonfly Doji: values [0, 100]
-    dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
-
-    # Piercing Line: values [0, 100]
-    dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
-
-    # Morningstar: values [0, 100]
-    dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
-
-    # Three White Soldiers: values [0, 100]
-    dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
-    """
-
-    # Pattern Recognition - Bearish candlestick patterns
-    # ------------------------------------
-    """
-    # Hanging Man: values [0, 100]
-    dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
-
-    # Shooting Star: values [0, 100]
-    dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
-
-    # Gravestone Doji: values [0, 100]
-    dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
-
-    # Dark Cloud Cover: values [0, 100]
-    dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
-
-    # Evening Doji Star: values [0, 100]
-    dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
-
-    # Evening Star: values [0, 100]
-    dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
-    """
-
-    # Pattern Recognition - Bullish/Bearish candlestick patterns
-    # ------------------------------------
-    """
-    # Three Line Strike: values [0, -100, 100]
-    dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
-
-    # Spinning Top: values [0, -100, 100]
-    dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
-
-    # Engulfing: values [0, -100, 100]
-    dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
-
-    # Harami: values [0, -100, 100]
-    dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
-
-    # Three Outside Up/Down: values [0, -100, 100]
-    dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
-
-    # Three Inside Up/Down: values [0, -100, 100]
-    dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
-    """
-
-    # Chart type
-    # ------------------------------------
-    # Heikinashi stategy
-    heikinashi = qtpylib.heikinashi(dataframe)
-    dataframe['ha_open'] = heikinashi['open']
-    dataframe['ha_close'] = heikinashi['close']
-    dataframe['ha_high'] = heikinashi['high']
-    dataframe['ha_low'] = heikinashi['low']
-
-    return dataframe
+    strategy = Strategy()
+    return strategy.populate_indicators(dataframe=dataframe)
 
 
 def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
@@ -230,20 +55,8 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
     :param dataframe: DataFrame
     :return: DataFrame with buy column
     """
-    dataframe.loc[
-        (
-            (dataframe['rsi'] < 35) &
-            (dataframe['fastd'] < 35) &
-            (dataframe['adx'] > 30) &
-            (dataframe['plus_di'] > 0.5)
-        ) |
-        (
-            (dataframe['adx'] > 65) &
-            (dataframe['plus_di'] > 0.5)
-        ),
-        'buy'] = 1
-
-    return dataframe
+    strategy = Strategy()
+    return strategy.populate_buy_trend(dataframe=dataframe)
 
 
 def populate_sell_trend(dataframe: DataFrame) -> DataFrame:
@@ -252,21 +65,8 @@ def populate_sell_trend(dataframe: DataFrame) -> DataFrame:
     :param dataframe: DataFrame
     :return: DataFrame with buy column
     """
-    dataframe.loc[
-        (
-            (
-                (qtpylib.crossed_above(dataframe['rsi'], 70)) |
-                (qtpylib.crossed_above(dataframe['fastd'], 70))
-            ) &
-            (dataframe['adx'] > 10) &
-            (dataframe['minus_di'] > 0)
-        ) |
-        (
-            (dataframe['adx'] > 70) &
-            (dataframe['minus_di'] > 0.5)
-        ),
-        'sell'] = 1
-    return dataframe
+    strategy = Strategy()
+    return strategy.populate_sell_trend(dataframe=dataframe)
 
 
 def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 095f7671a..9cce277e1 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -19,6 +19,7 @@ from freqtrade.fiat_convert import CryptoToFiatConverter
 from freqtrade.misc import (State, get_state, load_config, parse_args,
                             throttle, update_state)
 from freqtrade.persistence import Trade
+from freqtrade.strategy.strategy import Strategy
 
 logger = logging.getLogger('freqtrade')
 
@@ -235,14 +236,16 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
     Based an earlier trade and current price and ROI configuration, decides whether bot should sell
     :return True if bot should sell at current rate
     """
+    strategy = Strategy()
+
     current_profit = trade.calc_profit_percent(current_rate)
-    if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
+    if strategy.stoploss is not None and current_profit < float(strategy.stoploss):
         logger.debug('Stop loss hit.')
         return True
 
     # Check if time matches and current rate is above threshold
     time_diff = (current_time - trade.open_date).total_seconds() / 60
-    for duration, threshold in sorted(_CONF['minimal_roi'].items()):
+    for duration, threshold in sorted(strategy.minimal_roi.items()):
         if time_diff > float(duration) and current_profit > threshold:
             return True
 
@@ -378,6 +381,9 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
     persistence.init(config, db_url)
     exchange.init(config)
 
+    strategy = Strategy()
+    strategy.init(config)
+
     # Set initial application state
     initial_state = config.get('initial_state')
     if initial_state:
@@ -445,6 +451,9 @@ def main(sysargv=sys.argv[1:]) -> None:
     # Load and validate configuration
     _CONF = load_config(args.config)
 
+    # Add the strategy file to use
+    _CONF.update({'strategy': args.strategy})
+
     # Initialize all modules and start main loop
     if args.dynamic_whitelist:
         logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
@@ -462,6 +471,7 @@ def main(sysargv=sys.argv[1:]) -> None:
     try:
         init(_CONF)
         old_state = None
+
         while True:
             new_state = get_state()
             # Log state transition
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index cab861044..a0669ae19 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -124,6 +124,14 @@ def common_args_parser(description: str):
         type=str,
         metavar='PATH',
     )
+    parser.add_argument(
+        '-s', '--strategy',
+        help='specify strategy file (default: freqtrade/strategy/default_strategy.py)',
+        dest='strategy',
+        default='.default_strategy',
+        type=str,
+        metavar='PATH',
+    )
     return parser
 
 
@@ -380,7 +388,6 @@ CONF_SCHEMA = {
         'stake_amount',
         'fiat_display_currency',
         'dry_run',
-        'minimal_roi',
         'bid_strategy',
         'telegram'
     ]
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 25e1e6231..93ff295c5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -14,6 +14,7 @@ from freqtrade.analyze import populate_buy_trend, populate_sell_trend
 from freqtrade.exchange import Bittrex
 from freqtrade.main import min_roi_reached
 from freqtrade.persistence import Trade
+from freqtrade.strategy.strategy import Strategy
 
 logger = logging.getLogger(__name__)
 
@@ -199,6 +200,11 @@ def start(args):
         logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
         max_open_trades = config['max_open_trades']
 
+    # init the strategy to use
+    config.update({'strategy': args.strategy})
+    strategy = Strategy()
+    strategy.init(config)
+
     # Monkey patch config
     from freqtrade import main
     main._CONF = config
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b9780c13a..041f9a7a4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -7,11 +7,10 @@ import sys
 import pickle
 import signal
 import os
-from functools import reduce
 from math import exp
 from operator import itemgetter
 
-from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
+from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, space_eval, tpe
 from hyperopt.mongoexp import MongoTrials
 from pandas import DataFrame
 
@@ -21,7 +20,7 @@ from freqtrade.exchange import Bittrex
 from freqtrade.misc import load_config
 from freqtrade.optimize.backtesting import backtest
 from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
-from freqtrade.vendor.qtpylib.indicators import crossed_above
+from freqtrade.strategy.strategy import Strategy
 
 # Remove noisy log messages
 logging.getLogger('hyperopt.mongoexp').setLevel(logging.WARNING)
@@ -57,63 +56,6 @@ from freqtrade import main  # noqa
 main._CONF = OPTIMIZE_CONFIG
 
 
-SPACE = {
-    'macd_below_zero': hp.choice('macd_below_zero', [
-        {'enabled': False},
-        {'enabled': True}
-    ]),
-    'mfi': hp.choice('mfi', [
-        {'enabled': False},
-        {'enabled': True, 'value': hp.quniform('mfi-value', 5, 25, 1)}
-    ]),
-    'fastd': hp.choice('fastd', [
-        {'enabled': False},
-        {'enabled': True, 'value': hp.quniform('fastd-value', 10, 50, 1)}
-    ]),
-    'adx': hp.choice('adx', [
-        {'enabled': False},
-        {'enabled': True, 'value': hp.quniform('adx-value', 15, 50, 1)}
-    ]),
-    'rsi': hp.choice('rsi', [
-        {'enabled': False},
-        {'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
-    ]),
-    'uptrend_long_ema': hp.choice('uptrend_long_ema', [
-        {'enabled': False},
-        {'enabled': True}
-    ]),
-    'uptrend_short_ema': hp.choice('uptrend_short_ema', [
-        {'enabled': False},
-        {'enabled': True}
-    ]),
-    'over_sar': hp.choice('over_sar', [
-        {'enabled': False},
-        {'enabled': True}
-    ]),
-    'green_candle': hp.choice('green_candle', [
-        {'enabled': False},
-        {'enabled': True}
-    ]),
-    'uptrend_sma': hp.choice('uptrend_sma', [
-        {'enabled': False},
-        {'enabled': True}
-    ]),
-    'trigger': hp.choice('trigger', [
-        {'type': 'lower_bb'},
-        {'type': 'lower_bb_tema'},
-        {'type': 'faststoch10'},
-        {'type': 'ao_cross_zero'},
-        {'type': 'ema3_cross_ema10'},
-        {'type': 'macd_cross_signal'},
-        {'type': 'sar_reversal'},
-        {'type': 'ht_sine'},
-        {'type': 'heiken_reversal_bull'},
-        {'type': 'di_cross'},
-    ]),
-    'stoploss': hp.uniform('stoploss', -0.5, -0.02),
-}
-
-
 def save_trials(trials, trials_path=TRIALS_FILE):
     """Save hyperopt trials to file"""
     logger.info('Saving Trials to \'{}\''.format(trials_path))
@@ -162,7 +104,9 @@ def optimizer(params):
     global _CURRENT_TRIES
 
     from freqtrade.optimize import backtesting
-    backtesting.populate_buy_trend = buy_strategy_generator(params)
+
+    strategy = Strategy()
+    backtesting.populate_buy_trend = strategy.buy_strategy_generator(params)
 
     results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'],
                         'processed': PROCESSED,
@@ -208,59 +152,8 @@ def format_results(results: DataFrame):
                 results.duration.mean() * 5,
             )
 
-
-def buy_strategy_generator(params):
-    def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
-        conditions = []
-        # GUARDS AND TRENDS
-        if params['uptrend_long_ema']['enabled']:
-            conditions.append(dataframe['ema50'] > dataframe['ema100'])
-        if params['macd_below_zero']['enabled']:
-            conditions.append(dataframe['macd'] < 0)
-        if params['uptrend_short_ema']['enabled']:
-            conditions.append(dataframe['ema5'] > dataframe['ema10'])
-        if params['mfi']['enabled']:
-            conditions.append(dataframe['mfi'] < params['mfi']['value'])
-        if params['fastd']['enabled']:
-            conditions.append(dataframe['fastd'] < params['fastd']['value'])
-        if params['adx']['enabled']:
-            conditions.append(dataframe['adx'] > params['adx']['value'])
-        if params['rsi']['enabled']:
-            conditions.append(dataframe['rsi'] < params['rsi']['value'])
-        if params['over_sar']['enabled']:
-            conditions.append(dataframe['close'] > dataframe['sar'])
-        if params['green_candle']['enabled']:
-            conditions.append(dataframe['close'] > dataframe['open'])
-        if params['uptrend_sma']['enabled']:
-            prevsma = dataframe['sma'].shift(1)
-            conditions.append(dataframe['sma'] > prevsma)
-
-        # TRIGGERS
-        triggers = {
-            'lower_bb': (dataframe['close'] < dataframe['bb_lowerband']),
-            'lower_bb_tema': (dataframe['tema'] < dataframe['bb_lowerband']),
-            'faststoch10': (crossed_above(dataframe['fastd'], 10.0)),
-            'ao_cross_zero': (crossed_above(dataframe['ao'], 0.0)),
-            'ema3_cross_ema10': (crossed_above(dataframe['ema3'], dataframe['ema10'])),
-            'macd_cross_signal': (crossed_above(dataframe['macd'], dataframe['macdsignal'])),
-            'sar_reversal': (crossed_above(dataframe['close'], dataframe['sar'])),
-            'ht_sine': (crossed_above(dataframe['htleadsine'], dataframe['htsine'])),
-            'heiken_reversal_bull': (crossed_above(dataframe['ha_close'], dataframe['ha_open'])) &
-                                    (dataframe['ha_low'] == dataframe['ha_open']),
-            'di_cross': (crossed_above(dataframe['plus_di'], dataframe['minus_di'])),
-        }
-        conditions.append(triggers.get(params['trigger']['type']))
-
-        dataframe.loc[
-            reduce(lambda x, y: x & y, conditions),
-            'buy'] = 1
-
-        return dataframe
-    return populate_buy_trend
-
-
 def start(args):
-    global TOTAL_TRIES, PROCESSED, SPACE, TRIALS, _CURRENT_TRIES
+    global TOTAL_TRIES, PROCESSED, TRIALS, _CURRENT_TRIES
 
     TOTAL_TRIES = args.epochs
 
@@ -275,6 +168,12 @@ def start(args):
     logger.info('Using config: %s ...', args.config)
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
+
+    # init the strategy to use
+    config.update({'strategy': args.strategy})
+    strategy = Strategy()
+    strategy.init(config)
+
     timerange = misc.parse_timerange(args.timerange)
     data = optimize.load_data(args.datadir, pairs=pairs,
                               ticker_interval=args.ticker_interval,
@@ -303,7 +202,7 @@ def start(args):
     try:
         best_parameters = fmin(
             fn=optimizer,
-            space=SPACE,
+            space=strategy.hyperopt_space(),
             algo=tpe.suggest,
             max_evals=TOTAL_TRIES,
             trials=TRIALS
@@ -319,7 +218,10 @@ def start(args):
 
     # Improve best parameter logging display
     if best_parameters:
-        best_parameters = space_eval(SPACE, best_parameters)
+        best_parameters = space_eval(
+            strategy.hyperopt_space(),
+            best_parameters
+        )
 
     logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
     logger.info('Best Result:\n%s', best_result)
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py
new file mode 100644
index 000000000..670cc2abe
--- /dev/null
+++ b/freqtrade/strategy/default_strategy.py
@@ -0,0 +1,262 @@
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.strategy.interface import IStrategy
+from pandas import DataFrame
+from hyperopt import hp
+from functools import reduce
+from typing import Dict, List
+
+
+class_name = 'DefaultStrategy'
+
+
+class DefaultStrategy(IStrategy):
+    """
+    Default Strategy provided by freqtrade bot.
+    You can override it with your own strategy
+    """
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "40":  0.0,
+        "30":  0.01,
+        "20":  0.02,
+        "0":  0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        """
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # Awesome oscillator
+        dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # MFI
+        dataframe['mfi'] = ta.MFI(dataframe)
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # Overlap Studies
+        # ------------------------------------
+
+        # Previous Bollinger bands
+        # Because ta.BBANDS implementation is broken with small numbers, it actually
+        # returns middle band for all the three bands. Switch to qtpylib.bollinger_bands
+        # and use middle band instead.
+        dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
+        """
+        # Bollinger bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+        """
+
+        # EMA - Exponential Moving Average
+        dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # SAR Parabol
+        dataframe['sar'] = ta.SAR(dataframe)
+
+        # SMA - Simple Moving Average
+        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+
+        # TEMA - Triple Exponential Moving Average
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        # Cycle Indicator
+        # ------------------------------------
+        # Hilbert Transform Indicator - SineWave
+        hilbert = ta.HT_SINE(dataframe)
+        dataframe['htsine'] = hilbert['sine']
+        dataframe['htleadsine'] = hilbert['leadsine']
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['rsi'] < 35) &
+                (dataframe['fastd'] < 35) &
+                (dataframe['adx'] > 30) &
+                (dataframe['plus_di'] > 0.5)
+            ) |
+            (
+                (dataframe['adx'] > 65) &
+                (dataframe['plus_di'] > 0.5)
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_above(dataframe['rsi'], 70)) |
+                    (qtpylib.crossed_above(dataframe['fastd'], 70))
+                ) &
+                (dataframe['adx'] > 10) &
+                (dataframe['minus_di'] > 0)
+            ) |
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['minus_di'] > 0.5)
+            ),
+            'sell'] = 1
+        return dataframe
+
+    def hyperopt_space(self) -> List[Dict]:
+        """
+        Define your Hyperopt space for the strategy
+        """
+        space = {
+            'mfi': hp.choice('mfi', [
+                {'enabled': False},
+                {'enabled': True, 'value': hp.quniform('mfi-value', 5, 25, 1)}
+            ]),
+            'fastd': hp.choice('fastd', [
+                {'enabled': False},
+                {'enabled': True, 'value': hp.quniform('fastd-value', 10, 50, 1)}
+            ]),
+            'adx': hp.choice('adx', [
+                {'enabled': False},
+                {'enabled': True, 'value': hp.quniform('adx-value', 15, 50, 1)}
+            ]),
+            'rsi': hp.choice('rsi', [
+                {'enabled': False},
+                {'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
+            ]),
+            'uptrend_long_ema': hp.choice('uptrend_long_ema', [
+                {'enabled': False},
+                {'enabled': True}
+            ]),
+            'uptrend_short_ema': hp.choice('uptrend_short_ema', [
+                {'enabled': False},
+                {'enabled': True}
+            ]),
+            'over_sar': hp.choice('over_sar', [
+                {'enabled': False},
+                {'enabled': True}
+            ]),
+            'green_candle': hp.choice('green_candle', [
+                {'enabled': False},
+                {'enabled': True}
+            ]),
+            'uptrend_sma': hp.choice('uptrend_sma', [
+                {'enabled': False},
+                {'enabled': True}
+            ]),
+            'trigger': hp.choice('trigger', [
+                {'type': 'lower_bb'},
+                {'type': 'faststoch10'},
+                {'type': 'ao_cross_zero'},
+                {'type': 'ema5_cross_ema10'},
+                {'type': 'macd_cross_signal'},
+                {'type': 'sar_reversal'},
+                {'type': 'stochf_cross'},
+                {'type': 'ht_sine'},
+            ]),
+            'stoploss': hp.uniform('stoploss', -0.5, -0.02),
+        }
+        return space
+
+    def buy_strategy_generator(self, params) -> None:
+        """
+        Define the buy strategy parameters to be used by hyperopt
+        """
+        def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
+            conditions = []
+            # GUARDS AND TRENDS
+            if params['uptrend_long_ema']['enabled']:
+                conditions.append(dataframe['ema50'] > dataframe['ema100'])
+            if params['uptrend_short_ema']['enabled']:
+                conditions.append(dataframe['ema5'] > dataframe['ema10'])
+            if params['mfi']['enabled']:
+                conditions.append(dataframe['mfi'] < params['mfi']['value'])
+            if params['fastd']['enabled']:
+                conditions.append(dataframe['fastd'] < params['fastd']['value'])
+            if params['adx']['enabled']:
+                conditions.append(dataframe['adx'] > params['adx']['value'])
+            if params['rsi']['enabled']:
+                conditions.append(dataframe['rsi'] < params['rsi']['value'])
+            if params['over_sar']['enabled']:
+                conditions.append(dataframe['close'] > dataframe['sar'])
+            if params['green_candle']['enabled']:
+                conditions.append(dataframe['close'] > dataframe['open'])
+            if params['uptrend_sma']['enabled']:
+                prevsma = dataframe['sma'].shift(1)
+                conditions.append(dataframe['sma'] > prevsma)
+
+            # TRIGGERS
+            triggers = {
+                'lower_bb': dataframe['tema'] <= dataframe['blower'],
+                'faststoch10': (qtpylib.crossed_above(dataframe['fastd'], 10.0)),
+                'ao_cross_zero': (qtpylib.crossed_above(dataframe['ao'], 0.0)),
+                'ema5_cross_ema10': (
+                    qtpylib.crossed_above(dataframe['ema5'], dataframe['ema10'])
+                ),
+                'macd_cross_signal': (
+                    qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])
+                ),
+                'sar_reversal': (qtpylib.crossed_above(dataframe['close'], dataframe['sar'])),
+                'stochf_cross': (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])),
+                'ht_sine': (qtpylib.crossed_above(dataframe['htleadsine'], dataframe['htsine'])),
+            }
+            conditions.append(triggers.get(params['trigger']['type']))
+
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'buy'] = 1
+
+            return dataframe
+
+        return populate_buy_trend
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
new file mode 100644
index 000000000..4870b14db
--- /dev/null
+++ b/freqtrade/strategy/interface.py
@@ -0,0 +1,56 @@
+from abc import ABC, abstractmethod
+from pandas import DataFrame
+from typing import Dict
+
+
+class IStrategy(ABC):
+    @property
+    def name(self) -> str:
+        """
+        Name of the strategy.
+        :return: str representation of the class name
+        """
+        return self.__class__.__name__
+
+    """
+    Attributes you can use:
+        minimal_roi -> Dict: Minimal ROI designed for the strategy
+        stoploss -> float: ptimal stoploss designed for the strategy
+    """
+
+    @abstractmethod
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Populate indicators that will be used in the Buy and Sell strategy
+        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :return: a Dataframe with all mandatory indicators for the strategies
+        """
+
+    @abstractmethod
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        :return:
+        """
+
+    @abstractmethod
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+
+    @abstractmethod
+    def hyperopt_space(self) -> Dict:
+        """
+        Define your Hyperopt space for the strategy
+        """
+
+    @abstractmethod
+    def buy_strategy_generator(self, params) -> None:
+        """
+        Define the buy strategy parameters to be used by hyperopt
+        """
diff --git a/freqtrade/strategy/strategy.py b/freqtrade/strategy/strategy.py
new file mode 100644
index 000000000..19db069ea
--- /dev/null
+++ b/freqtrade/strategy/strategy.py
@@ -0,0 +1,165 @@
+import os
+import sys
+import logging
+import importlib
+
+from pandas import DataFrame
+from typing import Dict
+from freqtrade.strategy.interface import IStrategy
+
+
+sys.path.insert(0, r'../../user_data/strategies')
+
+
+class Strategy(object):
+    __instance = None
+
+    DEFAULT_STRATEGY = 'default_strategy'
+
+    def __new__(cls):
+        if Strategy.__instance is None:
+            Strategy.__instance = object.__new__(cls)
+        return Strategy.__instance
+
+    def init(self, config):
+        self.logger = logging.getLogger(__name__)
+
+        # Verify the strategy is in the configuration, otherwise fallback to the default strategy
+        if 'strategy' in config:
+            strategy = config['strategy']
+        else:
+            strategy = self.DEFAULT_STRATEGY
+
+        # Load the strategy
+        self._load_strategy(strategy)
+
+        # Set attributes
+        # Check if we need to override configuration
+        if 'minimal_roi' in config:
+            self.custom_strategy.minimal_roi = config['minimal_roi']
+            self.logger.info("Override strategy \'minimal_roi\' with value in config file.")
+
+        if 'stoploss' in config:
+            self.custom_strategy.stoploss = config['stoploss']
+            self.logger.info("Override strategy \'stoploss\' with value in config file.")
+
+        self.minimal_roi = self.custom_strategy.minimal_roi
+        self.stoploss = self.custom_strategy.stoploss
+
+    def _load_strategy(self, strategy_name: str) -> None:
+        """
+        Search and load the custom strategy. If no strategy found, fallback on the default strategy
+        Set the object into self.custom_strategy
+        :param strategy_name: name of the module to import
+        :return: None
+        """
+
+        try:
+            # Start by sanitizing the file name (remove any extensions)
+            strategy_name = self._sanitize_module_name(filename=strategy_name)
+
+            # Search where can be the strategy file
+            path = self._search_strategy(filename=strategy_name)
+
+            # Load the strategy
+            self.custom_strategy = self._load_class(path + strategy_name)
+
+        # Fallback to the default strategy
+        except (ImportError, TypeError):
+            self.custom_strategy = self._load_class('.' + self.DEFAULT_STRATEGY)
+
+    def _load_class(self, filename: str) -> IStrategy:
+        """
+        Import a strategy as a module
+        :param filename: path to the strategy (path from freqtrade/strategy/)
+        :return: return the strategy class
+        """
+        module = importlib.import_module(filename, __package__)
+        custom_strategy = getattr(module, module.class_name)
+
+        self.logger.info("Load strategy class: {} ({}.py)".format(module.class_name, filename))
+        return custom_strategy()
+
+    @staticmethod
+    def _sanitize_module_name(filename: str) -> str:
+        """
+        Remove any extension from filename
+        :param filename: filename to sanatize
+        :return: return the filename without extensions
+        """
+        filename = os.path.basename(filename)
+        filename = os.path.splitext(filename)[0]
+        return filename
+
+    @staticmethod
+    def _search_strategy(filename: str) -> str:
+        """
+        Search for the Strategy file in different folder
+        1. search into the user_data/strategies folder
+        2. search into the freqtrade/strategy folder
+        3. if nothing found, return None
+        :param strategy_name: module name to search
+        :return: module path where is the strategy
+        """
+        pwd = os.path.dirname(os.path.realpath(__file__)) + '/'
+        user_data = os.path.join(pwd, '..', '..', 'user_data', 'strategies', filename + '.py')
+        strategy_folder = os.path.join(pwd, filename + '.py')
+
+        path = None
+        if os.path.isfile(user_data):
+            path = 'user_data.strategies.'
+        elif os.path.isfile(strategy_folder):
+            path = '.'
+
+        return path
+
+    def minimal_roi(self) -> Dict:
+        """
+        Minimal ROI designed for the strategy
+        :return: Dict: Value for the Minimal ROI
+        """
+        return
+
+    def stoploss(self) -> float:
+        """
+        Optimal stoploss designed for the strategy
+        :return: float | return None to disable it
+        """
+        return self.custom_strategy.stoploss
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Populate indicators that will be used in the Buy and Sell strategy
+        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
+        :return: a Dataframe with all mandatory indicators for the strategies
+        """
+        return self.custom_strategy.populate_indicators(dataframe)
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        :return:
+        """
+        return self.custom_strategy.populate_buy_trend(dataframe)
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        return self.custom_strategy.populate_sell_trend(dataframe)
+
+    def hyperopt_space(self) -> Dict:
+        """
+        Define your Hyperopt space for the strategy
+        """
+        return self.custom_strategy.hyperopt_space()
+
+    def buy_strategy_generator(self, params) -> None:
+        """
+        Define the buy strategy parameters to be used by hyperopt
+        """
+        return self.custom_strategy.buy_strategy_generator(params)
diff --git a/freqtrade/tests/strategy/test_default_strategy.py b/freqtrade/tests/strategy/test_default_strategy.py
new file mode 100644
index 000000000..cbf2bee2c
--- /dev/null
+++ b/freqtrade/tests/strategy/test_default_strategy.py
@@ -0,0 +1,36 @@
+import json
+import pytest
+from pandas import DataFrame
+from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
+from freqtrade.analyze import parse_ticker_dataframe
+
+
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file))
+
+
+def test_default_strategy_class_name():
+    assert class_name == DefaultStrategy.__name__
+
+def test_default_strategy_structure():
+    assert hasattr(DefaultStrategy, 'minimal_roi')
+    assert hasattr(DefaultStrategy, 'stoploss')
+    assert hasattr(DefaultStrategy, 'populate_indicators')
+    assert hasattr(DefaultStrategy, 'populate_buy_trend')
+    assert hasattr(DefaultStrategy, 'populate_sell_trend')
+    assert hasattr(DefaultStrategy, 'hyperopt_space')
+    assert hasattr(DefaultStrategy, 'buy_strategy_generator')
+
+def test_default_strategy(result):
+    strategy = DefaultStrategy()
+
+    assert type(strategy.minimal_roi) is dict
+    assert type(strategy.stoploss) is float
+    indicators = strategy.populate_indicators(result)
+    assert type(indicators) is DataFrame
+    assert type(strategy.populate_buy_trend(indicators)) is DataFrame
+    assert type(strategy.populate_sell_trend(indicators)) is DataFrame
+    assert type(strategy.hyperopt_space()) is dict
+    assert callable(strategy.buy_strategy_generator({}))
diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py
new file mode 100644
index 000000000..b9e20d397
--- /dev/null
+++ b/freqtrade/tests/strategy/test_strategy.py
@@ -0,0 +1,132 @@
+import json
+import logging
+import pytest
+from freqtrade.strategy.strategy import Strategy
+from freqtrade.analyze import parse_ticker_dataframe
+
+
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file))
+
+
+def test_sanitize_module_name():
+    assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
+    assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
+    assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
+    assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
+    assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
+    assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
+    assert Strategy._sanitize_module_name('foo/bar') == 'bar'
+
+
+def test_search_strategy():
+    assert Strategy._search_strategy('default_strategy') == '.'
+    assert Strategy._search_strategy('super_duper') is None
+
+
+def test_strategy_structure():
+    assert hasattr(Strategy, 'init')
+    assert hasattr(Strategy, 'minimal_roi')
+    assert hasattr(Strategy, 'stoploss')
+    assert hasattr(Strategy, 'populate_indicators')
+    assert hasattr(Strategy, 'populate_buy_trend')
+    assert hasattr(Strategy, 'populate_sell_trend')
+    assert hasattr(Strategy, 'hyperopt_space')
+    assert hasattr(Strategy, 'buy_strategy_generator')
+
+
+def test_load_strategy(result):
+    strategy = Strategy()
+    strategy.logger = logging.getLogger(__name__)
+
+    assert not hasattr(Strategy, 'custom_strategy')
+    strategy._load_strategy('default_strategy')
+
+    assert not hasattr(Strategy, 'custom_strategy')
+
+    assert hasattr(strategy.custom_strategy, 'populate_indicators')
+    assert 'adx' in strategy.populate_indicators(result)
+
+
+def test_strategy(result):
+    strategy = Strategy()
+    strategy.init({'strategy': 'default_strategy'})
+
+    assert hasattr(strategy.custom_strategy, 'minimal_roi')
+    assert strategy.minimal_roi['0'] == 0.04
+
+    assert hasattr(strategy.custom_strategy, 'stoploss')
+    assert strategy.stoploss == -0.10
+
+    assert hasattr(strategy.custom_strategy, 'populate_indicators')
+    assert 'adx' in strategy.populate_indicators(result)
+
+    assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
+    dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
+    assert 'buy' in dataframe.columns
+
+    assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
+    dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
+    assert 'sell' in dataframe.columns
+
+    assert hasattr(strategy.custom_strategy, 'hyperopt_space')
+    assert 'adx' in strategy.hyperopt_space()
+
+    assert hasattr(strategy.custom_strategy, 'buy_strategy_generator')
+    assert callable(strategy.buy_strategy_generator({}))
+
+
+def test_strategy_override_minimal_roi(caplog):
+    config = {
+        'strategy': 'default_strategy',
+        'minimal_roi': {
+            "0": 0.5
+        }
+    }
+    strategy = Strategy()
+    strategy.init(config)
+
+    assert hasattr(strategy.custom_strategy, 'minimal_roi')
+    assert strategy.minimal_roi['0'] == 0.5
+    assert ('freqtrade.strategy.strategy',
+            logging.INFO,
+            'Override strategy \'minimal_roi\' with value in config file.'
+            ) in caplog.record_tuples
+
+
+def test_strategy_override_stoploss(caplog):
+    config = {
+        'strategy': 'default_strategy',
+        'stoploss': -0.5
+    }
+    strategy = Strategy()
+    strategy.init(config)
+
+    assert hasattr(strategy.custom_strategy, 'stoploss')
+    assert strategy.stoploss == -0.5
+    assert ('freqtrade.strategy.strategy',
+            logging.INFO,
+            'Override strategy \'stoploss\' with value in config file.'
+            ) in caplog.record_tuples
+
+
+def test_strategy_fallback_default_strategy():
+    strategy = Strategy()
+    strategy.logger = logging.getLogger(__name__)
+
+    assert not hasattr(Strategy, 'custom_strategy')
+    strategy._load_strategy('../../super_duper')
+    assert not hasattr(Strategy, 'custom_strategy')
+
+def test_strategy_singleton():
+    strategy1 = Strategy()
+    strategy1.init({'strategy': 'default_strategy'})
+
+    assert hasattr(strategy1.custom_strategy, 'minimal_roi')
+    assert strategy1.minimal_roi['0'] == 0.04
+
+    strategy2 = Strategy()
+    assert hasattr(strategy2.custom_strategy, 'minimal_roi')
+    assert strategy2.minimal_roi['0'] == 0.04
diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py
index 4c8378b3e..472b5eff5 100644
--- a/freqtrade/tests/test_analyze.py
+++ b/freqtrade/tests/test_analyze.py
@@ -9,6 +9,7 @@ from pandas import DataFrame
 from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
                                populate_buy_trend, populate_indicators,
                                populate_sell_trend)
+from freqtrade.strategy.strategy import Strategy
 
 
 @pytest.fixture
@@ -27,11 +28,17 @@ def test_dataframe_correct_length(result):
 
 
 def test_populates_buy_trend(result):
+    # Load the default strategy for the unit test, because this logic is done in main.py
+    Strategy().init({'strategy': 'default_strategy'})
+
     dataframe = populate_buy_trend(populate_indicators(result))
     assert 'buy' in dataframe.columns
 
 
 def test_populates_sell_trend(result):
+    # Load the default strategy for the unit test, because this logic is done in main.py
+    Strategy().init({'strategy': 'default_strategy'})
+
     dataframe = populate_sell_trend(populate_indicators(result))
     assert 'sell' in dataframe.columns
 
diff --git a/user_data/data/.gitkeep b/user_data/data/.gitkeep
new file mode 100644
index 000000000..e69de29bb
diff --git a/user_data/strategies/__init__.py b/user_data/strategies/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py
new file mode 100644
index 000000000..728cc6328
--- /dev/null
+++ b/user_data/strategies/test_strategy.py
@@ -0,0 +1,129 @@
+
+# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from typing import Dict, List
+from hyperopt import hp
+from functools import reduce
+from pandas import DataFrame
+# --------------------------------
+
+# Add your lib to import here
+import talib.abstract as ta
+
+
+# Update this variable if you change the class name
+class_name = 'TestStrategy'
+
+
+class TestStrategy(IStrategy):
+    """
+    This is a test strategy to inspire you.
+    You can:
+    - Rename the class name (Do not forget to update class_name)
+    - Add any methods you want to build your strategy
+    - Add any lib you need to build your strategy
+
+    You must keep:
+    - the lib in the section "Do not remove these libs"
+    - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
+    populate_sell_trend, hyperopt_space, buy_strategy_generator
+    """
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi"
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    # This attribute will be overridden if the config file contains "stoploss"
+    stoploss = -0.10
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        """
+
+        dataframe['adx'] = ta.ADX(dataframe)
+        dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 30) &
+                (dataframe['tema'] <= dataframe['blower']) &
+                (dataframe['tema'] > dataframe['tema'].shift(1))
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['tema'] > dataframe['blower']) &
+                (dataframe['tema'] < dataframe['tema'].shift(1))
+            ),
+            'sell'] = 1
+        return dataframe
+
+    def hyperopt_space(self) -> List[Dict]:
+        """
+        Define your Hyperopt space for the strategy
+        """
+        space = {
+            'adx': hp.choice('adx', [
+                {'enabled': False},
+                {'enabled': True, 'value': hp.quniform('adx-value', 15, 50, 1)}
+            ]),
+            'trigger': hp.choice('trigger', [
+                {'type': 'lower_bb'},
+            ]),
+            'stoploss': hp.uniform('stoploss', -0.5, -0.02),
+        }
+        return space
+
+    def buy_strategy_generator(self, params) -> None:
+        """
+        Define the buy strategy parameters to be used by hyperopt
+        """
+        def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
+            conditions = []
+            # GUARDS AND TRENDS
+            if params['adx']['enabled']:
+                conditions.append(dataframe['adx'] > params['adx']['value'])
+
+            # TRIGGERS
+            triggers = {
+                'lower_bb': dataframe['tema'] <= dataframe['blower'],
+            }
+            conditions.append(triggers.get(params['trigger']['type']))
+
+            dataframe.loc[
+                reduce(lambda x, y: x & y, conditions),
+                'buy'] = 1
+
+            return dataframe
+
+        return populate_buy_trend