diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 693b749e3..9e168dcb7 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -2357,7 +2357,11 @@ class Exchange:
                 pair=pair, since=since, until=until, from_id=from_id))
 
             for sig in [signal.SIGINT, signal.SIGTERM]:
-                self.loop.add_signal_handler(sig, task.cancel)
+                try:
+                    self.loop.add_signal_handler(sig, task.cancel)
+                except NotImplementedError:
+                    # Not all platforms implement signals (e.g. windows)
+                    pass
             return self.loop.run_until_complete(task)
 
     @retrier