diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index 34d72a6ef..ed5eb9812 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -489,7 +489,7 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
             dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
             trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
             candle = dataframe.iloc[-1].squeeze()
-            sign = 1 if trade.is_short else -1
+            side = 1 if trade.is_short else -1
             return stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), 
                                           current_rate, is_short=trade.is_short,
                                           leverage=trade.leverage)