diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py
index c7958552b..cb04abd40 100644
--- a/freqtrade/analyze.py
+++ b/freqtrade/analyze.py
@@ -10,7 +10,7 @@ import arrow
 from pandas import DataFrame, to_datetime
 
 from freqtrade import constants
-from freqtrade.exchange import get_ticker_history
+from freqtrade.exchange import get_fee, get_ticker_history
 from freqtrade.persistence import Trade
 from freqtrade.strategy.resolver import StrategyResolver, IStrategy
 
@@ -196,7 +196,6 @@ class Analyze(object):
         :return True if bot should sell at current rate
         """
         current_profit = trade.calc_profit_percent(current_rate)
-
         if trade.stop_loss is None:
             # initially adjust the stop loss to the base value
             trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss)
@@ -247,3 +246,16 @@ class Analyze(object):
         """
         return {pair: self.populate_indicators(self.parse_ticker_dataframe(pair_data))
                 for pair, pair_data in tickerdata.items()}
+
+    def trunc_num(self,f, n):
+        import math
+        return math.floor(f * 10 ** n) / 10 ** n
+
+    def get_roi_rate(self, trade: Trade) -> float:
+        current_time = datetime.utcnow()
+        time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
+        for duration, threshold in self.strategy.minimal_roi.items():
+            if time_diff > duration:
+                roi_rate = (trade.open_rate * (1 + threshold)) * (1+(2.1*get_fee(trade.pair)))
+                return self.trunc_num(roi_rate,8)
+
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 85ea0727e..dae7dd65c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -58,8 +58,8 @@ CONF_SCHEMA = {
         'unfilledtimeout': {
             'type': 'object',
             'properties': {
-                'buy': {'type': 'number', 'minimum': 3},
-                'sell': {'type': 'number', 'minimum': 10}
+                'buy': {'type': 'number', 'minimum': 1},
+                'sell': {'type': 'number', 'minimum': 1}
             },
             'required': ['buy','sell']
         },
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1f3bf688b..13a72450b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -244,27 +244,29 @@ class FreqtradeBot(object):
         :param ticker: Ticker to use for getting Ask and Last Price
         :return: float: Price
         """
-
-        # Why is this Ask not BID?
+        
         ticker = exchange.get_ticker(pair)
+        logger.info('ticker data %s',ticker)
+
         if ticker['ask'] < ticker['last']:
             ticker_rate = ticker['ask']
         else:
             balance = self.config['bid_strategy']['ask_last_balance']
             ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
-
+        
         if self.config['bid_strategy']['use_book_order']:
             logger.info('Getting price from Order Book')
             orderBook = exchange.get_order_book(pair,self.config['bid_strategy']['book_order_top'])
             orderBook_rate = orderBook['bids'][self.config['bid_strategy']['book_order_top']][0]
+            orderBook_rate = orderBook_rate+0.00000001
             # if ticker has lower rate, then use ticker ( usefull if down trending )
-            logger.info('...book order bid rate %0.8f',orderBook_rate+0.00000001)
+            logger.info('...book order bid rate %0.8f',orderBook_rate)
             if ticker_rate < orderBook_rate:
                 logger.info('...using ticker rate instead %0.8f',ticker_rate )
                 return ticker_rate
-            return orderBook_rate+0.00000001
+            return orderBook_rate
         else:
-            logger.info('Using Ask / Last Price')
+            logger.info('Using Last Ask / Last Price')
             return ticker_rate
 
     def create_trade(self) -> bool:
@@ -449,7 +451,12 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
         if self.config.get('experimental', {}).get('use_sell_signal'):
             (buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
 
-        if self.config['ask_strategy']['use_book_order']:
+        is_set_fullfilled_at_roi = self.config.get('experimental', {}).get('sell_fullfilled_at_roi')
+        if is_set_fullfilled_at_roi:
+            sell_rate = self.analyze.get_roi_rate(trade)
+            logger.info('trying to selling at roi rate %0.8f',sell_rate)
+
+        if self.config['ask_strategy']['use_book_order'] and not is_set_fullfilled_at_roi:
             logger.info('Using order book for selling...')
             
             # logger.debug('Order book %s',orderBook)
@@ -461,15 +468,16 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
             for i in range(orderBook_min, orderBook_max+1):
                 orderBook_rate = orderBook['asks'][i-1][0]
                 # if orderbook has higher rate (high profit),
-                # use orderbook, otherwise just use sell rate
-                logger.info('  order book sell rate top %s: %0.8f',i,orderBook_rate)
+                # use orderbook, otherwise just use bids rate
+                logger.info('  order book asks top %s: %0.8f',i,orderBook_rate)
                 if (sell_rate < orderBook_rate):
-                    sell_rate = orderBook_rate-0.00000001
+                    sell_rate = orderBook_rate
 
                 if self.check_sell(trade, sell_rate, buy, sell):
                     return True
                     break
         else:
+            logger.info('checking sell')
             if self.check_sell(trade, sell_rate, buy, sell):
                 return True
 
@@ -510,7 +518,6 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
                 continue
             ordertime = arrow.get(order['datetime']).datetime
 
-            print(order)
             # Check if trade is still actually open
             if (int(order['filled']) == 0) and (order['status'] == 'open'):
                 if order['side'] == 'buy' and ordertime < buy_timeoutthreashold: