diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3079e326d..cce3b6a0d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -232,7 +232,12 @@ class Backtesting:
                     pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
-                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
+                self.strategy.advise_buy(
+                    pair_data,
+                    {'pair': pair}
+                ),
+                {'pair': pair}
+            ).copy()
             # Trim startup period from analyzed dataframe
             df_analyzed = trim_dataframe(df_analyzed, self.timerange,
                                          startup_candles=self.required_startup)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 0db78aa39..5c627df35 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -285,11 +285,13 @@ class Hyperopt:
         # Apply parameters
         if HyperoptTools.has_space(self.config, 'buy'):
             self.backtesting.strategy.advise_buy = (  # type: ignore
-                self.custom_hyperopt.buy_strategy_generator(params_dict))
+                self.custom_hyperopt.buy_strategy_generator(params_dict)
+            )
 
         if HyperoptTools.has_space(self.config, 'sell'):
             self.backtesting.strategy.advise_sell = (  # type: ignore
-                self.custom_hyperopt.sell_strategy_generator(params_dict))
+                self.custom_hyperopt.sell_strategy_generator(params_dict)
+            )
 
         if HyperoptTools.has_space(self.config, 'protection'):
             for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index e7c077e84..0d1f1598f 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -193,18 +193,22 @@ class StrategyResolver(IResolver):
                 # register temp path with the bot
                 abs_paths.insert(0, temp.resolve())
 
-        strategy = StrategyResolver._load_object(paths=abs_paths,
-                                                 object_name=strategy_name,
-                                                 add_source=True,
-                                                 kwargs={'config': config},
-                                                 )
+        strategy = StrategyResolver._load_object(
+            paths=abs_paths,
+            object_name=strategy_name,
+            add_source=True,
+            kwargs={'config': config},
+        )
+
         if strategy:
             strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
             strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
             strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-            if any(x == 2 for x in [strategy._populate_fun_len,
-                                    strategy._buy_fun_len,
-                                    strategy._sell_fun_len]):
+            if any(x == 2 for x in [
+                strategy._populate_fun_len,
+                strategy._buy_fun_len,
+                strategy._sell_fun_len
+            ]):
                 strategy.INTERFACE_VERSION = 1
 
             return strategy
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bf5cc10af..f78846da3 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -242,13 +242,13 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         When not implemented by a strategy, returns True (always confirming).
 
-        :param pair: Pair that's about to be sold.
+        :param pair: Pair for trade that's about to be exited.
         :param trade: trade object.
         :param order_type: Order type (as configured in order_types). usually limit or market.
         :param amount: Amount in quote currency.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
-        :param sell_reason: Sell reason.
+        :param sell_reason: Exit reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
         :param current_time: datetime object, containing the current datetime
@@ -283,15 +283,15 @@ class IStrategy(ABC, HyperStrategyMixin):
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
-        Custom sell signal logic indicating that specified position should be sold. Returning a
-        string or True from this method is equal to setting sell signal on a candle at specified
-        time. This method is not called when sell signal is set.
+        Custom exit signal logic indicating that specified position should be sold. Returning a
+        string or True from this method is equal to setting exit signal on a candle at specified
+        time. This method is not called when exit signal is set.
 
-        This method should be overridden to create sell signals that depend on trade parameters. For
-        example you could implement a sell relative to the candle when the trade was opened,
+        This method should be overridden to create exit signals that depend on trade parameters. For
+        example you could implement an exit relative to the candle when the trade was opened,
         or a custom 1:2 risk-reward ROI.
 
-        Custom sell reason max length is 64. Exceeding characters will be removed.
+        Custom exit reason max length is 64. Exceeding characters will be removed.
 
         :param pair: Pair that's currently analyzed
         :param trade: trade object.
@@ -299,7 +299,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return: To execute sell, return a string with custom sell reason or True. Otherwise return
+        :return: To execute exit, return a string with custom sell reason or True. Otherwise return
         None or False.
         """
         return None
@@ -528,27 +528,34 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False, None
 
-        buy = latest[SignalType.BUY.value] == 1
+        enter = latest[SignalType.BUY.value] == 1
 
-        sell = False
+        exit = False
         if SignalType.SELL.value in latest:
-            sell = latest[SignalType.SELL.value] == 1
+            exit = latest[SignalType.SELL.value] == 1
 
         buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
 
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
-                     latest['date'], pair, str(buy), str(sell))
+                     latest['date'], pair, str(enter), str(exit))
         timeframe_seconds = timeframe_to_seconds(timeframe)
-        if self.ignore_expired_candle(latest_date=latest_date,
-                                      current_time=datetime.now(timezone.utc),
-                                      timeframe_seconds=timeframe_seconds,
-                                      buy=buy):
-            return False, sell, buy_tag
-        return buy, sell, buy_tag
+        if self.ignore_expired_candle(
+            latest_date=latest_date,
+            current_time=datetime.now(timezone.utc),
+            timeframe_seconds=timeframe_seconds,
+            enter=enter
+        ):
+            return False, exit, buy_tag
+        return enter, exit, buy_tag
 
-    def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
-                              timeframe_seconds: int, buy: bool):
-        if self.ignore_buying_expired_candle_after and buy:
+    def ignore_expired_candle(
+        self,
+        latest_date: datetime,
+        current_time: datetime,
+        timeframe_seconds: int,
+        enter: bool
+    ):
+        if self.ignore_buying_expired_candle_after and enter:
             time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
             return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
         else:
@@ -559,7 +566,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                     force_stoploss: float = 0) -> SellCheckTuple:
         """
         This function evaluates if one of the conditions required to trigger a sell
-        has been reached, which can either be a stop-loss, ROI or sell-signal.
+        has been reached, which can either be a stop-loss, ROI or exit-signal.
         :param low: Only used during backtesting to simulate stoploss
         :param high: Only used during backtesting, to simulate ROI
         :param force_stoploss: Externally provided stoploss
@@ -578,7 +585,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = high or rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        # if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
+        # if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
         roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
@@ -609,12 +616,12 @@ class IStrategy(ABC, HyperStrategyMixin):
                             custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
                     else:
                         custom_reason = None
-            # TODO: return here if sell-signal should be favored over ROI
+            # TODO: return here if exit-signal should be favored over ROI
 
         # Start evaluations
         # Sequence:
         # ROI (if not stoploss)
-        # Sell-signal
+        # Exit-signal
         # Stoploss
         if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
             logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
@@ -632,7 +639,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             return stoplossflag
 
         # This one is noisy, commented out...
-        # logger.debug(f"{trade.pair} - No sell signal.")
+        # logger.debug(f"{trade.pair} - No exit signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
@@ -769,7 +776,8 @@ class IStrategy(ABC, HyperStrategyMixin):
             currently traded pair
         :return: DataFrame with buy column
         """
-        logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
+
+        logger.debug(f"Populating enter signals for pair {metadata.get('pair')}.")
 
         if self._buy_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
@@ -787,7 +795,8 @@ class IStrategy(ABC, HyperStrategyMixin):
             currently traded pair
         :return: DataFrame with sell column
         """
-        logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")
+
+        logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.")
         if self._sell_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index e089ebf31..36f284402 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -58,7 +58,10 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     return dataframe
 
 
-def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
+def stoploss_from_open(
+    open_relative_stop: float,
+    current_profit: float
+) -> float:
     """
 
     Given the current profit, and a desired stop loss value relative to the open price,
@@ -72,7 +75,7 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
 
     :param open_relative_stop: Desired stop loss percentage relative to open price
     :param current_profit: The current profit percentage
-    :return: Positive stop loss value relative to current price
+    :return: Stop loss value relative to current price
     """
 
     # formula is undefined for current_profit -1, return maximum value
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
index ed1af7718..6e15b436d 100644
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -46,7 +46,7 @@ class SampleHyperOpt(IHyperOpt):
     """
 
     @staticmethod
-    def indicator_space() -> List[Dimension]:
+    def buy_indicator_space() -> List[Dimension]:
         """
         Define your Hyperopt space for searching buy strategy parameters.
         """
@@ -59,7 +59,7 @@ class SampleHyperOpt(IHyperOpt):
             Categorical([True, False], name='fastd-enabled'),
             Categorical([True, False], name='adx-enabled'),
             Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
+            Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
         ]
 
     @staticmethod
@@ -71,37 +71,39 @@ class SampleHyperOpt(IHyperOpt):
             """
             Buy strategy Hyperopt will build and use.
             """
-            conditions = []
+            long_conditions = []
 
             # GUARDS AND TRENDS
             if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
+                long_conditions.append(dataframe['mfi'] < params['mfi-value'])
             if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
+                long_conditions.append(dataframe['fastd'] < params['fastd-value'])
             if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
+                long_conditions.append(dataframe['adx'] > params['adx-value'])
             if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
+                long_conditions.append(dataframe['rsi'] < params['rsi-value'])
 
             # TRIGGERS
             if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['trigger'] == 'boll':
+                    long_conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
                 if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
+                    long_conditions.append(qtpylib.crossed_above(
+                        dataframe['macd'],
+                        dataframe['macdsignal']
                     ))
                 if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
+                    long_conditions.append(qtpylib.crossed_above(
+                        dataframe['close'],
+                        dataframe['sar']
                     ))
 
             # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
+            long_conditions.append(dataframe['volume'] > 0)
 
-            if conditions:
+            if long_conditions:
                 dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
+                    reduce(lambda x, y: x & y, long_conditions),
                     'buy'] = 1
 
             return dataframe
@@ -122,9 +124,11 @@ class SampleHyperOpt(IHyperOpt):
             Categorical([True, False], name='sell-fastd-enabled'),
             Categorical([True, False], name='sell-adx-enabled'),
             Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
+            Categorical(['sell-boll',
                          'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
+                         'sell-sar_reversal'],
+                        name='sell-trigger'
+                        )
         ]
 
     @staticmethod
@@ -136,37 +140,39 @@ class SampleHyperOpt(IHyperOpt):
             """
             Sell strategy Hyperopt will build and use.
             """
-            conditions = []
+            exit_long_conditions = []
 
             # GUARDS AND TRENDS
             if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
+                exit_long_conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
             if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
+                exit_long_conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
             if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
+                exit_long_conditions.append(dataframe['adx'] < params['sell-adx-value'])
             if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
+                exit_long_conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
 
             # TRIGGERS
             if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
+                if params['sell-trigger'] == 'sell-boll':
+                    exit_long_conditions.append(dataframe['close'] > dataframe['bb_upperband'])
                 if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
+                    exit_long_conditions.append(qtpylib.crossed_above(
+                        dataframe['macdsignal'],
+                        dataframe['macd']
                     ))
                 if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
+                    exit_long_conditions.append(qtpylib.crossed_above(
+                        dataframe['sar'],
+                        dataframe['close']
                     ))
 
             # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
+            exit_long_conditions.append(dataframe['volume'] > 0)
 
-            if conditions:
+            if exit_long_conditions:
                 dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
+                    reduce(lambda x, y: x & y, exit_long_conditions),
                     'sell'] = 1
 
             return dataframe
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
index cc13b6ba3..733f1ef3e 100644
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ b/freqtrade/templates/sample_hyperopt_advanced.py
@@ -74,7 +74,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             Categorical([True, False], name='fastd-enabled'),
             Categorical([True, False], name='adx-enabled'),
             Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
+            Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
         ]
 
     @staticmethod
@@ -86,36 +86,36 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             """
             Buy strategy Hyperopt will build and use
             """
-            conditions = []
+            long_conditions = []
             # GUARDS AND TRENDS
             if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
+                long_conditions.append(dataframe['mfi'] < params['mfi-value'])
             if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
+                long_conditions.append(dataframe['fastd'] < params['fastd-value'])
             if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
+                long_conditions.append(dataframe['adx'] > params['adx-value'])
             if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
+                long_conditions.append(dataframe['rsi'] < params['rsi-value'])
 
             # TRIGGERS
             if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
+                if params['trigger'] == 'boll':
+                    long_conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
                 if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
+                    long_conditions.append(qtpylib.crossed_above(
                         dataframe['macd'], dataframe['macdsignal']
                     ))
                 if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
+                    long_conditions.append(qtpylib.crossed_above(
                         dataframe['close'], dataframe['sar']
                     ))
 
             # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
+            long_conditions.append(dataframe['volume'] > 0)
 
-            if conditions:
+            if long_conditions:
                 dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
+                    reduce(lambda x, y: x & y, long_conditions),
                     'buy'] = 1
 
             return dataframe
@@ -136,9 +136,10 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             Categorical([True, False], name='sell-fastd-enabled'),
             Categorical([True, False], name='sell-adx-enabled'),
             Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
+            Categorical(['sell-boll',
                          'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
+                         'sell-sar_reversal'],
+                        name='sell-trigger')
         ]
 
     @staticmethod
@@ -151,36 +152,38 @@ class AdvancedSampleHyperOpt(IHyperOpt):
             Sell strategy Hyperopt will build and use
             """
             # print(params)
-            conditions = []
+            exit_long_conditions = []
             # GUARDS AND TRENDS
             if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
+                exit_long_conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
             if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
+                exit_long_conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
             if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
+                exit_long_conditions.append(dataframe['adx'] < params['sell-adx-value'])
             if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
+                exit_long_conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
 
             # TRIGGERS
             if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
+                if params['sell-trigger'] == 'sell-boll':
+                    exit_long_conditions.append(dataframe['close'] > dataframe['bb_upperband'])
                 if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
+                    exit_long_conditions.append(qtpylib.crossed_above(
+                        dataframe['macdsignal'],
+                        dataframe['macd']
                     ))
                 if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
+                    exit_long_conditions.append(qtpylib.crossed_above(
+                        dataframe['sar'],
+                        dataframe['close']
                     ))
 
             # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
+            exit_long_conditions.append(dataframe['volume'] > 0)
 
-            if conditions:
+            if exit_long_conditions:
                 dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
+                    reduce(lambda x, y: x & y, exit_long_conditions),
                     'sell'] = 1
 
             return dataframe
diff --git a/tests/optimize/hyperopts/default_hyperopt.py b/tests/optimize/hyperopts/default_hyperopt.py
index 2e2bca3d0..4147f475c 100644
--- a/tests/optimize/hyperopts/default_hyperopt.py
+++ b/tests/optimize/hyperopts/default_hyperopt.py
@@ -68,15 +68,17 @@ class DefaultHyperOpt(IHyperOpt):
 
             # TRIGGERS
             if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
+                if params['trigger'] == 'boll':
                     conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
                 if params['trigger'] == 'macd_cross_signal':
                     conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
+                        dataframe['macd'],
+                        dataframe['macdsignal']
                     ))
                 if params['trigger'] == 'sar_reversal':
                     conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
+                        dataframe['close'],
+                        dataframe['sar']
                     ))
 
             if conditions:
@@ -102,7 +104,7 @@ class DefaultHyperOpt(IHyperOpt):
             Categorical([True, False], name='fastd-enabled'),
             Categorical([True, False], name='adx-enabled'),
             Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
+            Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
         ]
 
     @staticmethod
@@ -128,15 +130,17 @@ class DefaultHyperOpt(IHyperOpt):
 
             # TRIGGERS
             if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
+                if params['sell-trigger'] == 'sell-boll':
                     conditions.append(dataframe['close'] > dataframe['bb_upperband'])
                 if params['sell-trigger'] == 'sell-macd_cross_signal':
                     conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
+                        dataframe['macdsignal'],
+                        dataframe['macd']
                     ))
                 if params['sell-trigger'] == 'sell-sar_reversal':
                     conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
+                        dataframe['sar'],
+                        dataframe['close']
                     ))
 
             if conditions:
@@ -162,9 +166,10 @@ class DefaultHyperOpt(IHyperOpt):
             Categorical([True, False], name='sell-fastd-enabled'),
             Categorical([True, False], name='sell-adx-enabled'),
             Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
+            Categorical(['sell-boll',
                          'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
+                         'sell-sar_reversal'],
+                        name='sell-trigger')
         ]
 
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 88bdd078e..1126bd6cf 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -167,7 +167,7 @@ class HyperoptableStrategy(IStrategy):
         Based on TA indicators, populates the sell signal for the given dataframe
         :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
+        :return: DataFrame with sell column
         """
         dataframe.loc[
             (
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 0ad6d6f32..5aa18c7db 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -156,17 +156,21 @@ def test_ignore_expired_candle(default_conf):
     # Add 1 candle length as the "latest date" defines candle open.
     current_time = latest_date + timedelta(seconds=80 + 300)
 
-    assert strategy.ignore_expired_candle(latest_date=latest_date,
-                                          current_time=current_time,
-                                          timeframe_seconds=300,
-                                          buy=True) is True
+    assert strategy.ignore_expired_candle(
+        latest_date=latest_date,
+        current_time=current_time,
+        timeframe_seconds=300,
+        enter=True
+    ) is True
 
     current_time = latest_date + timedelta(seconds=30 + 300)
 
-    assert not strategy.ignore_expired_candle(latest_date=latest_date,
-                                              current_time=current_time,
-                                              timeframe_seconds=300,
-                                              buy=True) is True
+    assert not strategy.ignore_expired_candle(
+        latest_date=latest_date,
+        current_time=current_time,
+        timeframe_seconds=300,
+        enter=True
+    ) is True
 
 
 def test_assert_df_raise(mocker, caplog, ohlcv_history):
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 115a2fbde..e76990ba9 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -382,13 +382,13 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
-    buydf = strategy.advise_buy(result, metadata=metadata)
-    assert isinstance(buydf, DataFrame)
-    assert 'buy' in buydf.columns
+    enterdf = strategy.advise_buy(result, metadata=metadata)
+    assert isinstance(enterdf, DataFrame)
+    assert 'buy' in enterdf.columns
 
-    selldf = strategy.advise_sell(result, metadata=metadata)
-    assert isinstance(selldf, DataFrame)
-    assert 'sell' in selldf
+    exitdf = strategy.advise_sell(result, metadata=metadata)
+    assert isinstance(exitdf, DataFrame)
+    assert 'sell' in exitdf
 
     assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
                    caplog)
@@ -409,10 +409,10 @@ def test_strategy_interface_versioning(result, monkeypatch, default_conf):
     assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
-    buydf = strategy.advise_buy(result, metadata=metadata)
-    assert isinstance(buydf, DataFrame)
-    assert 'buy' in buydf.columns
+    enterdf = strategy.advise_buy(result, metadata=metadata)
+    assert isinstance(enterdf, DataFrame)
+    assert 'buy' in enterdf.columns
 
-    selldf = strategy.advise_sell(result, metadata=metadata)
-    assert isinstance(selldf, DataFrame)
-    assert 'sell' in selldf
+    exitdf = strategy.advise_sell(result, metadata=metadata)
+    assert isinstance(exitdf, DataFrame)
+    assert 'sell' in exitdf