diff --git a/freqtrade/indicator_helpers.py b/freqtrade/indicator_helpers.py
deleted file mode 100644
index f8ea0d939..000000000
--- a/freqtrade/indicator_helpers.py
+++ /dev/null
@@ -1,40 +0,0 @@
-from math import cos, exp, pi, sqrt
-
-import numpy as np
-import talib as ta
-from pandas import Series
-
-
-def went_up(series: Series) -> bool:
-    return series > series.shift(1)
-
-
-def went_down(series: Series) -> bool:
-    return series < series.shift(1)
-
-
-def ehlers_super_smoother(series: Series, smoothing: float = 6) -> Series:
-    magic = pi * sqrt(2) / smoothing
-    a1 = exp(-magic)
-    coeff2 = 2 * a1 * cos(magic)
-    coeff3 = -a1 * a1
-    coeff1 = (1 - coeff2 - coeff3) / 2
-
-    filtered = series.copy()
-
-    for i in range(2, len(series)):
-        filtered.iloc[i] = coeff1 * (series.iloc[i] + series.iloc[i-1]) + \
-            coeff2 * filtered.iloc[i-1] + coeff3 * filtered.iloc[i-2]
-
-    return filtered
-
-
-def fishers_inverse(series: Series, smoothing: float = 0) -> np.ndarray:
-    """ Does a smoothed fishers inverse transformation.
-        Can be used with any oscillator that goes from 0 to 100 like RSI or MFI """
-    v1 = 0.1 * (series - 50)
-    if smoothing > 0:
-        v2 = ta.WMA(v1.values, timeperiod=smoothing)
-    else:
-        v2 = v1
-    return (np.exp(2 * v2)-1) / (np.exp(2 * v2) + 1)
diff --git a/tests/test_indicator_helpers.py b/tests/test_indicator_helpers.py
deleted file mode 100644
index 99d6cd79c..000000000
--- a/tests/test_indicator_helpers.py
+++ /dev/null
@@ -1,15 +0,0 @@
-# pragma pylint: disable=missing-docstring
-
-import pandas as pd
-
-from freqtrade.indicator_helpers import went_down, went_up
-
-
-def test_went_up():
-    series = pd.Series([1, 2, 3, 1])
-    assert went_up(series).equals(pd.Series([False, True, True, False]))
-
-
-def test_went_down():
-    series = pd.Series([1, 2, 3, 1])
-    assert went_down(series).equals(pd.Series([False, False, False, True]))