diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index d2237b3e8..bdaafb936 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -6,7 +6,7 @@ class.
 
 ## Derived hyperopt classes
 
-Custom hyperop classes can be derived in the same way [it can be done for strategies](strategy-customization.md#derived-strategies).
+Custom hyperopt classes can be derived in the same way [it can be done for strategies](strategy-customization.md#derived-strategies).
 
 Applying to hyperoptimization, as an example, you may override how dimensions are defined in your optimization hyperspace:
 
@@ -32,6 +32,51 @@ or
 $ freqtrade hyperopt --hyperopt MyAwesomeHyperOpt2 --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy ...
 ```
 
+## Sharing methods with your strategy
+
+Hyperopt classes provide access to the Strategy via the `strategy` class attribute.
+This can be a great way to reduce code duplication if used correctly, but will also complicate usage for inexperienced users.
+
+``` python
+from pandas import DataFrame
+from freqtrade.strategy.interface import IStrategy
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyAwesomeStrategy(IStrategy):
+
+    buy_params = {
+        'rsi-value': 30,
+        'adx-value': 35,
+    }
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return self.buy_strategy_generator(self.buy_params, dataframe, metadata)
+
+    @staticmethod
+    def buy_strategy_generator(params, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['rsi'], params['rsi-value']) &
+                dataframe['adx'] > params['adx-value']) &
+                dataframe['volume'] > 0
+            )
+            , 'buy'] = 1
+        return dataframe
+
+class MyAwesomeHyperOpt(IHyperOpt):
+    ...
+    @staticmethod
+    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
+        """
+        Define the buy strategy parameters to be used by Hyperopt.
+        """
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Call strategy's buy strategy generator
+            return self.StrategyClass.buy_strategy_generator(params, dataframe, metadata)
+
+        return populate_buy_trend
+```
+
 ## Creating and using a custom loss function
 
 To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index d6959b457..69bc57d1a 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -283,7 +283,7 @@ So let's write the buy strategy using these values:
         """
         Define the buy strategy parameters to be used by Hyperopt.
         """
-        def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
+        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
             conditions = []
             # GUARDS AND TRENDS
             if 'adx-enabled' in params and params['adx-enabled']:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 16a39d7d6..6b5bc171b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -73,6 +73,7 @@ class Hyperopt:
         self.backtesting = Backtesting(self.config)
 
         self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
+        self.custom_hyperopt.__class__.strategy = self.backtesting.strategy
 
         self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index b8c44ed59..561fb8e11 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -12,6 +12,7 @@ from skopt.space import Categorical, Dimension, Integer, Real
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
+from freqtrade.strategy import IStrategy
 
 
 logger = logging.getLogger(__name__)
@@ -34,6 +35,7 @@ class IHyperOpt(ABC):
     """
     ticker_interval: str  # DEPRECATED
     timeframe: str
+    strategy: IStrategy
 
     def __init__(self, config: dict) -> None:
         self.config = config