diff --git a/freqtrade/commands/pairlist_commands.py b/freqtrade/commands/pairlist_commands.py
index bf0b217a5..dffe0c82e 100644
--- a/freqtrade/commands/pairlist_commands.py
+++ b/freqtrade/commands/pairlist_commands.py
@@ -25,7 +25,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
     results = {}
     for curr in quote_currencies:
         config['stake_currency'] = curr
-        # Do not use ticker_interval set in the config
+        # Do not use timeframe set in the config
         pairlists = PairListManager(exchange, config)
         pairlists.refresh_pairlist()
         results[curr] = pairlists.whitelist
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 0ef7955a4..cfc7bc903 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
     trg = get_datahandler(config['datadir'], convert_to)
-    timeframes = config.get('timeframes', [config.get('ticker_interval')])
+    timeframes = config.get('timeframes', [config.get('timeframe')])
     logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
 
     if 'pairs' not in config:
         config['pairs'] = []
-        # Check timeframes or fall back to ticker_interval.
+        # Check timeframes or fall back to timeframe.
         for timeframe in timeframes:
             config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
                                                        timeframe))
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index a01344364..058ca42da 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -55,7 +55,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
                                          copy=copy)
         else:
             return DataFrame()
@@ -67,7 +67,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._config['timeframe'],
                                  datadir=self._config['datadir']
                                  )
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d4afa1d60..627971c31 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -547,7 +547,7 @@ class FreqtradeBot:
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
+            ticker_interval=timeframe_to_minutes(self.config['timeframe'])
         )
 
         # Update fees if order is closed
@@ -780,7 +780,7 @@ class FreqtradeBot:
             self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair,
-                                    timeframe_to_next_date(self.config['ticker_interval']))
+                                    timeframe_to_next_date(self.config['timeframe']))
             self._notify_sell(trade, "stoploss")
             return True
 
@@ -1090,7 +1090,7 @@ class FreqtradeBot:
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
-        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
+        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
 
         self._notify_sell(trade, order_type)
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3bf211d99..9a48338f1 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -94,10 +94,10 @@ class Backtesting:
             self.strategylist.append(StrategyResolver.load_strategy(self.config))
             validate_config_consistency(self.config)
 
-        if "ticker_interval" not in self.config:
+        if "timeframe" not in self.config:
             raise OperationalException("Timeframe (ticker interval) needs to be set in either "
-                                       "configuration or as cli argument `--ticker-interval 5m`")
-        self.timeframe = str(self.config.get('ticker_interval'))
+                                       "configuration or as cli argument `--timeframe 5m`")
+        self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
 
         # Get maximum required startup period
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index b3cedef2c..20209d8a9 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -37,7 +37,8 @@ class IHyperOpt(ABC):
         self.config = config
 
         # Assign ticker_interval to be used in hyperopt
-        IHyperOpt.ticker_interval = str(config['ticker_interval'])
+        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECTED
+        IHyperOpt.timeframe = str(config['timeframe'])
 
     @staticmethod
     def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@@ -218,9 +219,10 @@ class IHyperOpt(ABC):
     # Why do I still need such shamanic mantras in modern python?
     def __getstate__(self):
         state = self.__dict__.copy()
-        state['ticker_interval'] = self.ticker_interval
+        state['timeframe'] = self.timeframe
         return state
 
     def __setstate__(self, state):
         self.__dict__.update(state)
-        IHyperOpt.ticker_interval = state['ticker_interval']
+        IHyperOpt.ticker_interval = state['timeframe']
+        IHyperOpt.timeframe = state['timeframe']
diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index f532f2cd0..81e52768e 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -131,6 +131,6 @@ class PairListManager():
 
     def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
         """
-        Create list of pair tuples with (pair, ticker_interval)
+        Create list of pair tuples with (pair, timeframe)
         """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
+        return [(pair, timeframe or self._config['timeframe']) for pair in pairs]
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index f1d114e2b..f9e526967 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -45,7 +45,7 @@ def init_plotscript(config):
     data = load_data(
         datadir=config.get("datadir"),
         pairs=pairs,
-        timeframe=config.get('ticker_interval', '5m'),
+        timeframe=config.get('timeframe', '5m'),
         timerange=timerange,
         data_format=config.get('dataformat_ohlcv', 'json'),
     )
@@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
             plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
         )
 
-        store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
+        store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
                         directory=config['user_data_dir'] / "plot")
 
     logger.info('End of plotting process. %s plots generated', pair_counter)
@@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
-                                trades, config.get('ticker_interval', '5m'))
+                                trades, config.get('timeframe', '5m'))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / "plot", auto_open=True)
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index ddf461252..633363134 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
                                                         config, kwargs={},
                                                         extra_dir=config.get('hyperopt_path'))
 
-        # Assign ticker_interval to be used in hyperopt
-        hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
+        # Assign timeframe to be used in hyperopt
+        hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
+        hyperoptloss.__class__.timeframe = str(config['timeframe'])
 
         if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
             raise OperationalException(
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index abd6a4195..99cf2d785 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -54,7 +54,7 @@ class StrategyResolver(IResolver):
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
         attributes = [("minimal_roi",                     {"0": 10.0}, None),
-                      ("ticker_interval",                 None,        None),
+                      ("timeframe",                       None,        None),
                       ("stoploss",                        None,        None),
                       ("trailing_stop",                   None,        None),
                       ("trailing_stop_positive",          None,        None),
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ed2344a53..17c4aa5ca 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -62,7 +62,7 @@ class IStrategy(ABC):
     Attributes you can use:
         minimal_roi -> Dict: Minimal ROI designed for the strategy
         stoploss -> float: optimal stoploss designed for the strategy
-        ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
+        timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
     """
     # Strategy interface version
     # Default to version 2
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index c37164568..ce2c6d5c0 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
-    # Optimal ticker interval for the strategy.
-    ticker_interval = '5m'
+    # Optimal timeframe for the strategy.
+    timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False
diff --git a/tests/strategy/test_strategy.py b/tests/strategy/test_strategy.py
index 5cb59cad0..59ce8c5b8 100644
--- a/tests/strategy/test_strategy.py
+++ b/tests/strategy/test_strategy.py
@@ -186,7 +186,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert strategy.ticker_interval == 60
+    assert strategy.timeframe == 60
     assert strategy.stake_currency == 'ETH'
     assert log_has("Override strategy 'timeframe' with value in config file: 60.",
                    caplog)