diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5ecb0d800..96c962869 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1527,6 +1527,15 @@ class Backtesting:
                     row = detail_data[idx]
                     trade_dir = pair_tradedir_cache.get(pair)
 
+                    if self.strategy.ignore_expired_candle(
+                        current_time - self.timeframe_td,  # last closed candle is 1 timeframe away.
+                        current_time_det,
+                        self.timeframe_secs,
+                        trade_dir is not None,
+                    ):
+                        # Ignore late entries eventually
+                        trade_dir = None
+
                 self.dataprovider._set_dataframe_max_date(current_time_det)
 
                 pair_has_open_trades = len(LocalTrade.bt_trades_open_pp[pair]) > 0
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 47f196813..9e45eedec 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -866,6 +866,7 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
     backtesting = Backtesting(default_conf_usdt)
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.populate_entry_trend = advise_entry
+    backtesting.strategy.ignore_buying_expired_candle_after = 59
     backtesting.strategy.custom_entry_price = custom_entry_price
     pair = "XRP/ETH"
     # Pick a timerange adapted to the pair we use to test