diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a1d4a2578..4731e6a38 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -478,6 +478,7 @@ class Backtesting:
         data: Dict[str, Any] = {}
 
         data, timerange = self.load_bt_data()
+        logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:
             min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d6003cf86..d1dabff36 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -379,7 +379,7 @@ class Hyperopt:
         logger.info(f"Using optimizer random state: {self.random_state}")
         self.hyperopt_table_header = -1
         data, timerange = self.backtesting.load_bt_data()
-
+        logger.info("Dataload complete. Calculating indicators")
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe