diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 15124b543..0368c90ff 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.3
-mkdocs-material==8.1.7
+mkdocs-material==8.1.8
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.1
diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index 6edc549a4..e83fee46f 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -362,8 +362,8 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def custom_entry_price(self, pair: str, current_time: datetime,
-                           proposed_rate, **kwargs) -> float:
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, 
+                           entry_tag: Optional[str], **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
@@ -413,7 +413,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timedelta, timezone
+from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
@@ -426,22 +426,24 @@ class AwesomeStrategy(IStrategy):
         'sell': 60 * 25
     }
 
-    def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
-        if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
+    def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, 
+                          current_time: datetime, **kwargs) -> bool:
+        if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
-        elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
+        elif trade.open_rate > 10 and trade.open_date_utc < current_time - timedelta(minutes=3):
             return True
-        elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
+        elif trade.open_rate < 1 and trade.open_date_utc < current_time - timedelta(hours=24):
            return True
         return False
 
 
-    def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
-        if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
+    def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
+                           current_time: datetime, **kwargs) -> bool:
+        if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
-        elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
+        elif trade.open_rate > 10 and trade.open_date_utc < current_time - timedelta(minutes=3):
             return True
-        elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
+        elif trade.open_rate < 1 and trade.open_date_utc < current_time - timedelta(hours=24):
            return True
         return False
 ```
@@ -500,7 +502,8 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime, entry_tag: Optional[str], 
+                            **kwargs) -> bool:
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -618,7 +621,7 @@ class DigDeeperStrategy(IStrategy):
     # This is called when placing the initial order (opening trade)
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
-                            **kwargs) -> float:
+                            entry_tag: Optional[str], **kwargs) -> float:
         
         # We need to leave most of the funds for possible further DCA orders
         # This also applies to fixed stakes
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ef9e395f5..bfff7d06c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -614,7 +614,7 @@ class Exchange:
             'side': side,
             'filled': 0,
             'remaining': _amount,
-            'datetime': arrow.utcnow().isoformat(),
+            'datetime': arrow.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%fZ'),
             'timestamp': arrow.utcnow().int_timestamp * 1000,
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8980fb91c..972b6f6b7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -9,8 +9,6 @@ from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
 
-import arrow
-
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
@@ -533,7 +531,7 @@ class FreqtradeBot(LoggingMixin):
         pos_adjust = trade is not None
 
         enter_limit_requested, stake_amount = self.get_valid_enter_price_and_stake(
-            pair, price, stake_amount, trade)
+            pair, price, stake_amount, buy_tag, trade)
 
         if not stake_amount:
             return False
@@ -552,7 +550,8 @@ class FreqtradeBot(LoggingMixin):
         if not pos_adjust and not strategy_safe_wrapper(
                 self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
-                time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
+                time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
+                entry_tag=buy_tag):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
@@ -662,6 +661,7 @@ class FreqtradeBot(LoggingMixin):
 
     def get_valid_enter_price_and_stake(
             self, pair: str, price: Optional[float], stake_amount: float,
+            entry_tag: Optional[str],
             trade: Optional[Trade]) -> Tuple[float, float]:
         if price:
             enter_limit_requested = price
@@ -671,7 +671,7 @@ class FreqtradeBot(LoggingMixin):
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                        default_retval=proposed_enter_rate)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_enter_rate)
+                proposed_rate=proposed_enter_rate, entry_tag=entry_tag)
 
             enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
         if not enter_limit_requested:
@@ -684,7 +684,7 @@ class FreqtradeBot(LoggingMixin):
                                                  default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 current_rate=enter_limit_requested, proposed_stake=stake_amount,
-                min_stake=min_stake_amount, max_stake=max_stake_amount)
+                min_stake=min_stake_amount, max_stake=max_stake_amount, entry_tag=entry_tag)
         stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
         return enter_limit_requested, stake_amount
 
@@ -959,20 +959,6 @@ class FreqtradeBot(LoggingMixin):
             return True
         return False
 
-    def _check_timed_out(self, side: str, order: dict) -> bool:
-        """
-        Check if timeout is active, and if the order is still open and timed out
-        """
-        timeout = self.config.get('unfilledtimeout', {}).get(side)
-        ordertime = arrow.get(order['datetime']).datetime
-        if timeout is not None:
-            timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
-            timeout_kwargs = {timeout_unit: -timeout}
-            timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
-            return (order['status'] == 'open' and order['side'] == side
-                    and ordertime < timeout_threshold)
-        return False
-
     def check_handle_timedout(self) -> None:
         """
         Check if any orders are timed out and cancel if necessary
@@ -993,20 +979,16 @@ class FreqtradeBot(LoggingMixin):
 
             if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
                     fully_cancelled
-                    or self._check_timed_out('buy', order)
-                    or strategy_safe_wrapper(self.strategy.check_buy_timeout,
-                                             default_retval=False)(pair=trade.pair,
-                                                                   trade=trade,
-                                                                   order=order))):
+                    or self.strategy.ft_check_timed_out(
+                        'buy', trade, order, datetime.now(timezone.utc))
+                        )):
                 self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
             elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
                   fully_cancelled
-                  or self._check_timed_out('sell', order)
-                  or strategy_safe_wrapper(self.strategy.check_sell_timeout,
-                                           default_retval=False)(pair=trade.pair,
-                                                                 trade=trade,
-                                                                 order=order))):
+                  or self.strategy.ft_check_timed_out(
+                      'sell', trade, order, datetime.now(timezone.utc)))
+                  ):
                 self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
                 canceled_count = trade.get_exit_order_count()
                 max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index f09e5ee47..2a27f1660 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -248,8 +248,10 @@ def get_strategy_run_id(strategy) -> str:
         if k in config:
             del config[k]
 
+    # Explicitly allow NaN values (e.g. max_open_trades).
+    # as it does not matter for getting the hash.
     digest.update(rapidjson.dumps(config, default=str,
-                                  number_mode=rapidjson.NM_NATIVE).encode('utf-8'))
+                                  number_mode=rapidjson.NM_NAN).encode('utf-8'))
     with open(strategy.__file__, 'rb') as fp:
         digest.update(fp.read())
     return digest.hexdigest().lower()
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ae4001f5f..8e52a62fa 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -463,11 +463,13 @@ class Backtesting:
     def _enter_trade(self, pair: str, row: Tuple, stake_amount: Optional[float] = None,
                      trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
 
+        current_time = row[DATE_IDX].to_pydatetime()
+        entry_tag = row[BUY_TAG_IDX] if len(row) >= BUY_TAG_IDX + 1 else None
         # let's call the custom entry price, using the open price as default price
         propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                              default_retval=row[OPEN_IDX])(
-            pair=pair, current_time=row[DATE_IDX].to_pydatetime(),
-            proposed_rate=row[OPEN_IDX])  # default value is the open rate
+            pair=pair, current_time=current_time,
+            proposed_rate=row[OPEN_IDX], entry_tag=entry_tag)  # default value is the open rate
 
         # Move rate to within the candle's low/high rate
         propose_rate = min(max(propose_rate, row[LOW_IDX]), row[HIGH_IDX])
@@ -484,8 +486,9 @@ class Backtesting:
 
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                                  default_retval=stake_amount)(
-                pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=propose_rate,
-                proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
+                pair=pair, current_time=current_time, current_rate=propose_rate,
+                proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
+                entry_tag=entry_tag)
 
         stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
 
@@ -500,27 +503,28 @@ class Backtesting:
         if not pos_adjust:
             if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                     pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
-                    time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
+                    time_in_force=time_in_force, current_time=current_time,
+                    entry_tag=entry_tag):
                 return None
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             amount = round(stake_amount / propose_rate, 8)
             if trade is None:
                 # Enter trade
-                has_buy_tag = len(row) >= BUY_TAG_IDX + 1
                 trade = LocalTrade(
                     pair=pair,
                     open_rate=propose_rate,
-                    open_date=row[DATE_IDX].to_pydatetime(),
+                    open_date=current_time,
                     stake_amount=stake_amount,
                     amount=amount,
                     fee_open=self.fee,
                     fee_close=self.fee,
                     is_open=True,
-                    buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
+                    buy_tag=entry_tag,
                     exchange='backtesting',
                     orders=[]
                 )
+            trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
 
             order = Order(
                 ft_is_open=False,
@@ -530,6 +534,9 @@ class Backtesting:
                 side="buy",
                 order_type="market",
                 status="closed",
+                order_date=current_time,
+                order_filled_date=current_time,
+                order_update_date=current_time,
                 price=propose_rate,
                 average=propose_rate,
                 amount=amount,
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 340aad331..a78eff6af 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -610,18 +610,19 @@ class LocalTrade():
 
         total_amount = 0.0
         total_stake = 0.0
-        for temp_order in self.orders:
-            if (temp_order.ft_is_open or
-                    (temp_order.ft_order_side != 'buy') or
-                    (temp_order.status not in NON_OPEN_EXCHANGE_STATES)):
+        for o in self.orders:
+            if (o.ft_is_open or
+                    (o.ft_order_side != 'buy') or
+                    (o.status not in NON_OPEN_EXCHANGE_STATES)):
                 continue
 
-            tmp_amount = temp_order.amount
-            if temp_order.filled is not None:
-                tmp_amount = temp_order.filled
-            if tmp_amount > 0.0 and temp_order.average is not None:
+            tmp_amount = o.amount
+            tmp_price = o.average or o.price
+            if o.filled is not None:
+                tmp_amount = o.filled
+            if tmp_amount > 0.0 and tmp_price is not None:
                 total_amount += tmp_amount
-                total_stake += temp_order.average * tmp_amount
+                total_stake += tmp_price * tmp_amount
 
         if total_amount > 0:
             self.open_rate = total_stake / total_amount
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 10f181bb6..bbd858795 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -277,6 +277,7 @@ class ForceBuyPayload(BaseModel):
     pair: str
     price: Optional[float]
     ordertype: Optional[OrderTypeValues]
+    stakeamount: Optional[float]
 
 
 class ForceSellPayload(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 1c1ff39df..4c430dd46 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -20,7 +20,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   Stats, StatusMsg, StrategyListResponse,
                                                   StrategyResponse, SysInfo, Version,
                                                   WhitelistResponse)
-from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
+from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
 
@@ -31,7 +31,8 @@ logger = logging.getLogger(__name__)
 # Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
 # 1.11: forcebuy and forcesell accept ordertype
 # 1.12: add blacklist delete endpoint
-API_VERSION = 1.12
+# 1.13: forcebuy supports stake_amount
+API_VERSION = 1.13
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -134,7 +135,9 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
 @router.post('/forcebuy', response_model=ForceBuyResponse, tags=['trading'])
 def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
     ordertype = payload.ordertype.value if payload.ordertype else None
-    trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype)
+    stake_amount = payload.stakeamount if payload.stakeamount else None
+
+    trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype, stake_amount)
 
     if trade:
         return ForceBuyResponse.parse_obj(trade.to_json())
@@ -217,12 +220,14 @@ def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Dep
 
 @router.get('/pair_history', response_model=PairHistory, tags=['candle data'])
 def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
-                 config=Depends(get_config)):
+                 config=Depends(get_config), exchange=Depends(get_exchange)):
+    # The initial call to this endpoint can be slow, as it may need to initialize
+    # the exchange class.
     config = deepcopy(config)
     config.update({
         'strategy': strategy,
     })
-    return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
+    return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange, exchange)
 
 
 @router.get('/plot_config', response_model=PlotConfig, tags=['candle data'])
diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index 16f9a78c0..b428d9c6d 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -1,5 +1,7 @@
 from typing import Any, Dict, Iterator, Optional
 
+from fastapi import Depends
+
 from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
 
@@ -28,3 +30,11 @@ def get_config() -> Dict[str, Any]:
 
 def get_api_config() -> Dict[str, Any]:
     return ApiServer._config['api_server']
+
+
+def get_exchange(config=Depends(get_config)):
+    if not ApiServer._exchange:
+        from freqtrade.resolvers import ExchangeResolver
+        ApiServer._exchange = ExchangeResolver.load_exchange(
+            config['exchange']['name'], config)
+    return ApiServer._exchange
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 235063191..63812f52f 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -41,6 +41,8 @@ class ApiServer(RPCHandler):
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}
+    # Exchange - only available in webserver mode.
+    _exchange = None
 
     def __new__(cls, *args, **kwargs):
         """
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index bd6373cce..a0f8cdb9d 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -709,8 +709,8 @@ class RPC:
             self._freqtrade.wallets.update()
             return {'result': f'Created sell order for trade {trade_id}.'}
 
-    def _rpc_forcebuy(self, pair: str, price: Optional[float],
-                      order_type: Optional[str] = None) -> Optional[Trade]:
+    def _rpc_forcebuy(self, pair: str, price: Optional[float], order_type: Optional[str] = None,
+                      stake_amount: Optional[float] = None) -> Optional[Trade]:
         """
         Handler for forcebuy <asset> <price>
         Buys a pair trade at the given or current price
@@ -735,14 +735,15 @@ class RPC:
             if not self._freqtrade.strategy.position_adjustment_enable:
                 raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
-        # gen stake amount
-        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
+        if not stake_amount:
+            # gen stake amount
+            stake_amount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
         if not order_type:
             order_type = self._freqtrade.strategy.order_types.get(
                 'forcebuy', self._freqtrade.strategy.order_types['buy'])
-        if self._freqtrade.execute_entry(pair, stakeamount, price,
+        if self._freqtrade.execute_entry(pair, stake_amount, price,
                                          ordertype=order_type, trade=trade):
             Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
@@ -997,7 +998,7 @@ class RPC:
 
     @staticmethod
     def _rpc_analysed_history_full(config, pair: str, timeframe: str,
-                                   timerange: str) -> Dict[str, Any]:
+                                   timerange: str, exchange) -> Dict[str, Any]:
         timerange_parsed = TimeRange.parse_timerange(timerange)
 
         _data = load_data(
@@ -1012,7 +1013,7 @@ class RPC:
         from freqtrade.data.dataprovider import DataProvider
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         strategy = StrategyResolver.load_strategy(config)
-        strategy.dp = DataProvider(config, exchange=None, pairlists=None)
+        strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
 
         df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c8fb24da1..6f139026e 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -188,7 +188,17 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return dataframe
 
-    def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        pass
+
+    def check_buy_timeout(self, pair: str, trade: Trade, order: dict,
+                          current_time: datetime, **kwargs) -> bool:
         """
         Check buy timeout function callback.
         This method can be used to override the buy-timeout.
@@ -201,12 +211,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param pair: Pair the trade is for
         :param trade: trade object.
         :param order: Order dictionary as returned from CCXT.
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is cancelled.
         """
         return False
 
-    def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
+    def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
+                           current_time: datetime, **kwargs) -> bool:
         """
         Check sell timeout function callback.
         This method can be used to override the sell-timeout.
@@ -219,22 +231,15 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param pair: Pair the trade is for
         :param trade: trade object.
         :param order: Order dictionary as returned from CCXT.
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the sell-order is cancelled.
         """
         return False
 
-    def bot_loop_start(self, **kwargs) -> None:
-        """
-        Called at the start of the bot iteration (one loop).
-        Might be used to perform pair-independent tasks
-        (e.g. gather some remote resource for comparison)
-        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        """
-        pass
-
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime, entry_tag: Optional[str],
+                            **kwargs) -> bool:
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -250,6 +255,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :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 current_time: datetime object, containing the current datetime
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -307,7 +313,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
-                           **kwargs) -> float:
+                           entry_tag: Optional[str], **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
 
@@ -318,6 +324,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New entry price value if provided
         """
@@ -369,7 +376,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
-                            **kwargs) -> float:
+                            entry_tag: Optional[str], **kwargs) -> float:
         """
         Customize stake size for each new trade. This method is not called when edge module is
         enabled.
@@ -380,6 +387,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param proposed_stake: A stake amount proposed by the bot.
         :param min_stake: Minimal stake size allowed by exchange.
         :param max_stake: Balance available for trading.
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :return: A stake size, which is between min_stake and max_stake.
         """
         return proposed_stake
@@ -390,6 +398,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be increased.
         This means extra buy orders with additional fees.
+        Only called when `position_adjustment_enable` is set to True.
 
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
@@ -852,6 +861,29 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return current_profit > roi
 
+    def ft_check_timed_out(self, side: str, trade: Trade, order: Dict,
+                           current_time: datetime) -> bool:
+        """
+        FT Internal method.
+        Check if timeout is active, and if the order is still open and timed out
+        """
+        timeout = self.config.get('unfilledtimeout', {}).get(side)
+        ordertime = arrow.get(order['datetime']).datetime
+        if timeout is not None:
+            timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
+            timeout_kwargs = {timeout_unit: -timeout}
+            timeout_threshold = current_time + timedelta(**timeout_kwargs)
+            timedout = (order['status'] == 'open' and order['side'] == side
+                        and ordertime < timeout_threshold)
+            if timedout:
+                return True
+        time_method = self.check_sell_timeout if order['side'] == 'sell' else self.check_buy_timeout
+
+        return strategy_safe_wrapper(time_method,
+                                     default_retval=False)(
+                                        pair=trade.pair, trade=trade, order=order,
+                                        current_time=current_time)
+
     def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
         Populates indicators for given candle (OHLCV) data (for multiple pairs)
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index fb467ecaa..db12094ed 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -12,9 +12,47 @@ def bot_loop_start(self, **kwargs) -> None:
     """
     pass
 
+def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate: float,
+                       entry_tag: 'Optional[str]', **kwargs) -> float:
+    """
+    Custom entry price logic, returning the new entry price.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns None, orderbook is used to set entry price
+
+    :param pair: Pair that's currently analyzed
+    :param current_time: datetime object, containing the current datetime
+    :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+    :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return float: New entry price value if provided
+    """
+    return proposed_rate
+
+def custom_exit_price(self, pair: str, trade: 'Trade',
+                      current_time: 'datetime', proposed_rate: float,
+                      current_profit: float, **kwargs) -> float:
+    """
+    Custom exit price logic, returning the new exit price.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns None, orderbook is used to set exit price
+
+    :param pair: Pair that's currently analyzed
+    :param trade: trade object.
+    :param current_time: datetime object, containing the current datetime
+    :param proposed_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 float: New exit price value if provided
+    """
+    return proposed_rate
+
 def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
                         proposed_stake: float, min_stake: float, max_stake: float,
-                        **kwargs) -> float:
+                        entry_tag: 'Optional[str]', **kwargs) -> float:
     """
     Customize stake size for each new trade. This method is not called when edge module is
     enabled.
@@ -25,6 +63,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
     :param proposed_stake: A stake amount proposed by the bot.
     :param min_stake: Minimal stake size allowed by exchange.
     :param max_stake: Balance available for trading.
+    :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
     :return: A stake size, which is between min_stake and max_stake.
     """
     return proposed_stake
@@ -78,7 +117,8 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
     return None
 
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                        time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
+                        time_in_force: str, current_time: 'datetime', entry_tag: 'Optional[str]',
+                        **kwargs) -> bool:
     """
     Called right before placing a buy order.
     Timing for this function is critical, so avoid doing heavy computations or
@@ -94,6 +134,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
     :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 current_time: datetime object, containing the current datetime
+    :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return bool: When True is returned, then the buy-order is placed on the exchange.
         False aborts the process
@@ -167,3 +208,26 @@ def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -
     :return bool: When True is returned, then the sell-order is cancelled.
     """
     return False
+
+def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
+                          current_rate: float, current_profit: float, min_stake: float,
+                          max_stake: float, **kwargs) -> 'Optional[float]':
+    """
+    Custom trade adjustment logic, returning the stake amount that a trade should be increased.
+    This means extra buy orders with additional fees.
+    Only called when `position_adjustment_enable` is set to True.
+
+    For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+    When not implemented by a strategy, returns None
+
+    :param trade: trade object.
+    :param current_time: datetime object, containing the current datetime
+    :param current_rate: Current buy rate.
+    :param current_profit: Current profit (as ratio), calculated based on current_rate.
+    :param min_stake: Minimal stake size allowed by exchange.
+    :param max_stake: Balance available for trading.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return float: Stake amount to adjust your trade
+    """
+    return None
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 7773ff01a..59867ff3a 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==4.0.1
 flake8-tidy-imports==4.6.0
 mypy==0.931
 pytest==6.2.5
-pytest-asyncio==0.17.1
+pytest-asyncio==0.17.2
 pytest-cov==3.0.0
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
@@ -21,9 +21,9 @@ nbconvert==6.4.0
 
 # mypy types
 types-cachetools==4.2.9
-types-filelock==3.2.4
+types-filelock==3.2.5
 types-requests==2.27.7
 types-tabulate==0.8.5
 
 # Extensions to datetime library
-types-python-dateutil==2.8.7
\ No newline at end of file
+types-python-dateutil==2.8.8
\ No newline at end of file
diff --git a/requirements.txt b/requirements.txt
index ddbda38ad..9101d1689 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -7,7 +7,7 @@ ccxt==1.68.20
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1
-SQLAlchemy==1.4.29
+SQLAlchemy==1.4.31
 python-telegram-bot==13.10
 arrow==1.2.1
 cachetools==4.2.2
@@ -32,7 +32,7 @@ python-rapidjson==1.5
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.72.0
+fastapi==0.73.0
 uvicorn==0.17.0
 pyjwt==2.3.0
 aiofiles==0.8.0
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index edd0faba3..bc408a059 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -21,6 +21,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
 from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.misc import get_strategy_run_id
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
@@ -762,6 +763,8 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
     # While buy-signals are unrealistic, running backtesting
     # over and over again should not cause different results
     for [contour, numres] in tests:
+        # Debug output for random test failure
+        print(f"{contour}, {numres}")
         assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == numres
 
 
@@ -1357,3 +1360,13 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
 
     for line in exists:
         assert log_has(line, caplog)
+
+
+def test_get_strategy_run_id(default_conf_usdt):
+    default_conf_usdt.update({
+        'strategy': 'StrategyTestV2',
+        'max_open_trades': float('inf')
+        })
+    strategy = StrategyResolver.load_strategy(default_conf_usdt)
+    x = get_strategy_run_id(strategy)
+    assert isinstance(x, str)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 2a1964732..338af682b 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -1122,9 +1122,14 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     with pytest.raises(RPCException,
                        match=r'Wrong pair selected. Only pairs with stake-currency.*'):
         rpc._rpc_forcebuy('LTC/ETH', 0.0001)
-    pair = 'XRP/BTC'
+
+    # Test with defined stake_amount
+    pair = 'LTC/BTC'
+    trade = rpc._rpc_forcebuy(pair, 0.0001, order_type='limit', stake_amount=0.05)
+    assert trade.stake_amount == 0.05
 
     # Test not buying
+    pair = 'XRP/BTC'
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     freqtradebot.config['stake_amount'] = 0
     patch_get_signal(freqtradebot)
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 6426ebe5f..a2d7df720 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -37,7 +37,7 @@ def test_strategy_test_v2(result, fee):
 
     assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
                                         rate=20000, time_in_force='gtc',
-                                        current_time=datetime.utcnow()) is True
+                                        current_time=datetime.utcnow(), entry_tag=None) is True
     assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
                                        rate=20000, time_in_force='gtc', sell_reason='roi',
                                        current_time=datetime.utcnow()) is True
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 356ea5c62..ed38f1fec 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -243,6 +243,8 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 2
+    for o in trade.orders:
+        assert o.status == "closed"
     assert trade.stake_amount == 120
 
     # Open-rate averaged between 2.0 and 2.0 * 0.995
@@ -258,7 +260,6 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
 
     assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
-
     assert trade.nr_of_successful_buys == 2
 
     # Sell
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 1691af820..f86d9605c 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1665,6 +1665,33 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     assert trade.fee_open_cost == 2 * o1_fee_cost
     assert trade.open_trade_value == 2 * o1_trade_val
     assert trade.nr_of_successful_buys == 2
+    # Check with 1 order
+    order_noavg = Order(
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=o1_rate,
+        average=None,
+        filled=o1_amount,
+        remaining=0,
+        cost=o1_amount,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+    trade.orders.append(order_noavg)
+    trade.recalc_trade_from_orders()
+
+    # Calling recalc with single initial order should not change anything
+    assert trade.amount == 3 * o1_amount
+    assert trade.stake_amount == 3 * o1_amount
+    assert trade.open_rate == o1_rate
+    assert trade.fee_open_cost == 3 * o1_fee_cost
+    assert trade.open_trade_value == 3 * o1_trade_val
+    assert trade.nr_of_successful_buys == 3
 
 
 @pytest.mark.usefixtures("init_persistence")