diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c8d281852..15aa3416c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -519,8 +519,7 @@ class FreqtradeBot:
         # reserve some percent defined in config (5% default) + stoploss
         amount_reserve_percent = 1.0 - self.config.get('amount_reserve_percent',
                                                        constants.DEFAULT_AMOUNT_RESERVE_PERCENT)
-        if self.strategy.stoploss is not None:
-            amount_reserve_percent += self.strategy.stoploss
+        amount_reserve_percent += self.strategy.stoploss
         # it should not be more than 50%
         amount_reserve_percent = max(amount_reserve_percent, 0.5)
 
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 63a3f784e..73af00fee 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -88,9 +88,6 @@ class StrategyResolver(IResolver):
                 StrategyResolver._override_attribute_helper(strategy, config,
                                                             attribute, default)
 
-        # Assign deprecated variable - to not break users code relying on this.
-        strategy.ticker_interval = strategy.timeframe
-
         # Loop this list again to have output combined
         for attribute, _, subkey in attributes:
             if subkey and attribute in config[subkey]:
@@ -98,11 +95,7 @@ class StrategyResolver(IResolver):
             elif attribute in config:
                 logger.info("Strategy using %s: %s", attribute, config[attribute])
 
-        # Sort and apply type conversions
-        strategy.minimal_roi = OrderedDict(sorted(
-            {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
-            key=lambda t: t[0]))
-        strategy.stoploss = float(strategy.stoploss)
+        StrategyResolver._normalize_attributes(strategy)
 
         StrategyResolver._strategy_sanity_validations(strategy)
         return strategy
@@ -131,6 +124,24 @@ class StrategyResolver(IResolver):
             setattr(strategy, attribute, default)
             config[attribute] = default
 
+    @staticmethod
+    def _normalize_attributes(strategy: IStrategy) -> IStrategy:
+        """
+        Normalize attributes to have the correct type.
+        """
+        # Assign deprecated variable - to not break users code relying on this.
+        if hasattr(strategy, 'timeframe'):
+            strategy.ticker_interval = strategy.timeframe
+
+        # Sort and apply type conversions
+        if hasattr(strategy, 'minimal_roi'):
+            strategy.minimal_roi = OrderedDict(sorted(
+                {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
+                key=lambda t: t[0]))
+        if hasattr(strategy, 'stoploss'):
+            strategy.stoploss = float(strategy.stoploss)
+        return strategy
+
     @staticmethod
     def _strategy_sanity_validations(strategy):
         if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 81f4e7651..125211a85 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -551,8 +551,7 @@ class IStrategy(ABC):
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
-        if ((self.stoploss is not None) and
-            (trade.stop_loss >= current_rate) and
+        if ((trade.stop_loss >= current_rate) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS