diff --git a/user_data/strategies/Bandtastic.py b/user_data/strategies/Bandtastic.py
index 1cbb678..f7710c7 100644
--- a/user_data/strategies/Bandtastic.py
+++ b/user_data/strategies/Bandtastic.py
@@ -19,7 +19,7 @@ __BTC_donation__ = "3FgFaG15yntZYSUzfEpxr5mDt1RArvcQrK"
 # 199/40000:  30918 trades. 18982/3408/8528 Wins/Draws/Losses. Avg profit   0.39%. Median profit   0.65%. Total profit  119934.26007495 USDT ( 119.93%). Avg duration 8:12:00 min. Objective: -127.60220
 
 class Bandtastic(IStrategy):
-    INTERFACE_VERSION = 2
+    INTERFACE_VERSION = 3
 
     timeframe = '15m'
 
@@ -34,6 +34,8 @@ class Bandtastic(IStrategy):
     # Stoploss:
     stoploss = -0.345
 
+    startup_candle_count = 999
+
     # Trailing stop:
     trailing_stop = True
     trailing_stop_positive = 0.01
@@ -42,7 +44,7 @@ class Bandtastic(IStrategy):
 
     # Hyperopt Buy Parameters
     buy_fastema = IntParameter(low=1, high=236, default=211, space='buy', optimize=True, load=True)
-    buy_slowema = IntParameter(low=1, high=126, default=364, space='buy', optimize=True, load=True)
+    buy_slowema = IntParameter(low=1, high=250, default=250, space='buy', optimize=True, load=True)
     buy_rsi = IntParameter(low=15, high=70, default=52, space='buy', optimize=True, load=True)
     buy_mfi = IntParameter(low=15, high=70, default=30, space='buy', optimize=True, load=True)
 
@@ -98,7 +100,7 @@ class Bandtastic(IStrategy):
 
         return dataframe
 
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         conditions = []
 
         # GUARDS
@@ -125,11 +127,11 @@ class Bandtastic(IStrategy):
         if conditions:
             dataframe.loc[
                 reduce(lambda x, y: x & y, conditions),
-                'buy'] = 1
+                'enter_long'] = 1
 
         return dataframe
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         conditions = []
 
         # GUARDS
@@ -156,6 +158,6 @@ class Bandtastic(IStrategy):
         if conditions:
             dataframe.loc[
                 reduce(lambda x, y: x & y, conditions),
-                'sell'] = 1
+                'exit_long'] = 1
 
         return dataframe
diff --git a/user_data/strategies/CustomStoplossWithPSAR.py b/user_data/strategies/CustomStoplossWithPSAR.py
index 1683f13..bb980d7 100644
--- a/user_data/strategies/CustomStoplossWithPSAR.py
+++ b/user_data/strategies/CustomStoplossWithPSAR.py
@@ -29,6 +29,8 @@ class CustomStoplossWithPSAR(IStrategy):
     custom_info = {}
     use_custom_stoploss = True
 
+    startup_candle_count = 199
+
     def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
diff --git a/user_data/strategies/FixedRiskRewardLoss.py b/user_data/strategies/FixedRiskRewardLoss.py
index 0d67460..303225f 100644
--- a/user_data/strategies/FixedRiskRewardLoss.py
+++ b/user_data/strategies/FixedRiskRewardLoss.py
@@ -104,7 +104,7 @@ class FixedRiskRewardLoss(IStrategy):
         :param dataframe: DataFrame
         :return: DataFrame with buy column
         """
-        # Allways buys
+        # Always buys
         dataframe.loc[:, 'enter_long'] = 1
         return dataframe
 
diff --git a/user_data/strategies/Supertrend.py b/user_data/strategies/Supertrend.py
index 30d9536..5421bc7 100644
--- a/user_data/strategies/Supertrend.py
+++ b/user_data/strategies/Supertrend.py
@@ -63,7 +63,7 @@ class Supertrend(IStrategy):
 
     timeframe = '1h'
 
-    startup_candle_count = 18
+    startup_candle_count = 199
 
     buy_m1 = IntParameter(1, 7, default=4)
     buy_m2 = IntParameter(1, 7, default=4)