diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index aa73327ff..4c521e2f4 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -81,7 +81,7 @@ class StrategyResolver(IResolver):
             key=lambda t: t[0]))
         self.strategy.stoploss = float(self.strategy.stoploss)
 
-        self._strategy_sanity_validations()
+        self._strategy_sanity_validations(config)
 
     def _override_attribute_helper(self, config, attribute: str, default):
         """
@@ -102,7 +102,7 @@ class StrategyResolver(IResolver):
             setattr(self.strategy, attribute, default)
             config[attribute] = default
 
-    def _strategy_sanity_validations(self):
+    def _strategy_sanity_validations(self, config):
         if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
             raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
                               f"Order-types mapping is incomplete.")
@@ -111,6 +111,12 @@ class StrategyResolver(IResolver):
             raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
                               f"Order-time-in-force mapping is incomplete.")
 
+        # Stoploss on exchange does not make sense, therefore we need to disable that.
+        if config.get('dry_run'):
+            logger.info("Disabling stoploss_on_exchange during dry-run.")
+            self.strategy.order_types['stoploss_on_exchange'] = False
+            config['order_types']['stoploss_on_exchange'] = False
+
     def _load_strategy(
             self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
         """