diff --git a/freqtrade/freqai/prediction_models/PyTorchClassifier.py b/freqtrade/freqai/prediction_models/PyTorchClassifier.py
index 01432e0fe..b14a89b38 100644
--- a/freqtrade/freqai/prediction_models/PyTorchClassifier.py
+++ b/freqtrade/freqai/prediction_models/PyTorchClassifier.py
@@ -20,6 +20,18 @@ class PyTorchClassifier(BasePyTorchModel):
     """
     A PyTorch implementation of a classifier.
     User must implement fit method
+
+    Important!
+    User must declare the target class names in the strategy, under
+    IStrategy.set_freqai_targets method.
+    ```
+        def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
+            self.freqai.class_names = ["down", "up"]
+            dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-100) >
+                                                  dataframe["close"], 'up', 'down')
+
+            return dataframe
+    ```
     """
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
@@ -127,7 +139,7 @@ class PyTorchClassifier(BasePyTorchModel):
         if not hasattr(self, "class_names"):
             raise ValueError(
                 "Missing attribute: self.class_names "
-                "set self.freqai.class_names = [\"class a\", \"class b\", \"class c\"] "
+                "set self.freqai.class_names = ['class a', 'class b', 'class c'] "
                 "inside IStrategy.set_freqai_targets method."
             )
         return self.class_names