diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 8b6654c6c..8913d787b 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -342,16 +342,12 @@ The above configuration would therefore mean:
 
 The calculation does include fees.
 
-To disable ROI completely, set it to an insanely high number:
+To disable ROI completely, set it to an empty dictionary:
 
 ```python
-minimal_roi = {
-    "0": 100
-}
+minimal_roi = {}
 ```
 
-While technically not completely disabled, this would exit once the trade reaches 10000% Profit.
-
 To use times based on candle duration (timeframe), the following snippet can be handy.
 This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 3802ec3ad..7012acb7c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -148,7 +148,6 @@ CONF_SCHEMA = {
             'patternProperties': {
                 '^[0-9.]+$': {'type': 'number'}
             },
-            'minProperties': 1
         },
         'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5},
         'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1},
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 382f38c9a..80093fed8 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -48,7 +48,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     _ft_params_from_file: Dict
     # associated minimal roi
-    minimal_roi: Dict = {"0": 10.0}
+    minimal_roi: Dict = {}
 
     # associated stoploss
     stoploss: float
@@ -1265,7 +1265,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :return: minimal ROI entry value or None if none proper ROI entry was found.
         """
         # Get highest entry in ROI dict where key <= trade-duration
-        roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
+        roi_list = [x for x in self.minimal_roi.keys() if x <= trade_dur]
         if not roi_list:
             return None, None
         roi_entry = max(roi_list)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 158dd04dc..82c036e07 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -820,7 +820,7 @@ tc52 = BTContainer(data=[
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0],  # stoploss hit?
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
-    stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03,
+    stop_loss=-0.03, roi={}, profit_perc=-0.03,
     use_exit_signal=True, timeout=1000,
     custom_entry_price=4200, adjust_entry_price=5200,
     trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=False)]