diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 744c77844..8e354b2fc 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -127,10 +127,9 @@ class Backtesting:
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
-        # TODO-lev: This should come from the configuration setting or better a
-        # TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
         self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
         self.margin_mode: MarginMode = config.get('margin_mode', MarginMode.NONE)
+        # strategies which define "can_short=True" will fail to load in Spot mode.
         self._can_short = self.trading_mode != TradingMode.SPOT
 
         self.progress = BTProgress()
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 8dee459ba..7dfa6b0f2 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -12,6 +12,7 @@ from typing import Any, Dict, Optional
 
 from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
 from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
+from freqtrade.enums import TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import IResolver
 from freqtrade.strategy.interface import IStrategy
@@ -160,7 +161,7 @@ class StrategyResolver(IResolver):
         return strategy
 
     @staticmethod
-    def _strategy_sanity_validations(strategy):
+    def _strategy_sanity_validations(strategy: IStrategy):
         # Ensure necessary migrations are performed first.
         validate_migrated_strategy_settings(strategy.config)
 
@@ -170,6 +171,15 @@ class StrategyResolver(IResolver):
         if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
             raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-time-in-force mapping is incomplete.")
+        trading_mode = strategy.config.get('trading_mode', TradingMode.SPOT)
+
+        if (strategy.can_short and trading_mode == TradingMode.SPOT):
+            raise ImportError(
+                "Short strategies cannot run in spot markets. Please make sure that this "
+                "is the correct strategy and that your trading mode configuration is correct. "
+                "You can run this strategy in spot markets by setting `can_short=False`"
+                " in your strategy. Please note that short signals will be ignored in that case."
+                )
 
     @staticmethod
     def _load_strategy(strategy_name: str,
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e5b583a9e..bec89131b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -81,6 +81,9 @@ class IStrategy(ABC, HyperStrategyMixin):
     trailing_only_offset_is_reached = False
     use_custom_stoploss: bool = False
 
+    # Can this strategy go short?
+    can_short: bool = False
+
     # associated timeframe
     ticker_interval: str  # DEPRECATED
     timeframe: str
@@ -766,6 +769,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             enter_signal = SignalDirection.LONG
             enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
         if (self.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT
+                and self.can_short
                 and enter_short == 1 and not any([exit_short, enter_long])):
             enter_signal = SignalDirection.SHORT
             enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 701909bf6..0a20eaf2a 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -40,6 +40,9 @@ class {{ strategy }}(IStrategy):
     # Optimal timeframe for the strategy.
     timeframe = '5m'
 
+    # Can this strategy go short?
+    can_short: bool = False
+
     # Minimal ROI designed for the strategy.
     # This attribute will be overridden if the config file contains "minimal_roi".
     minimal_roi = {
diff --git a/freqtrade/templates/sample_short_strategy.py b/freqtrade/templates/sample_short_strategy.py
index c33327715..535c2222d 100644
--- a/freqtrade/templates/sample_short_strategy.py
+++ b/freqtrade/templates/sample_short_strategy.py
@@ -38,6 +38,9 @@ class SampleShortStrategy(IStrategy):
     # Check the documentation or the Sample strategy to get the latest version.
     INTERFACE_VERSION = 2
 
+    # Can this strategy go short?
+    can_short: bool = True
+
     # Minimal ROI designed for the strategy.
     # This attribute will be overridden if the config file contains "minimal_roi".
     minimal_roi = {
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index b3f1ae1c8..3da92fa0b 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -37,6 +37,9 @@ class SampleStrategy(IStrategy):
     # Check the documentation or the Sample strategy to get the latest version.
     INTERFACE_VERSION = 2
 
+    # Can this strategy go short?
+    can_short: bool = False
+
     # Minimal ROI designed for the strategy.
     # This attribute will be overridden if the config file contains "minimal_roi".
     minimal_roi = {
@@ -55,12 +58,6 @@ class SampleStrategy(IStrategy):
     # trailing_stop_positive = 0.01
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
-    # Hyperoptable parameters
-    buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
-    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)
-    short_rsi = IntParameter(low=51, high=100, default=70, space='sell', optimize=True, load=True)
-    exit_short_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
-
     # Optimal timeframe for the strategy.
     timeframe = '5m'
 
@@ -72,6 +69,12 @@ class SampleStrategy(IStrategy):
     sell_profit_only = False
     ignore_roi_if_buy_signal = False
 
+    # Hyperoptable parameters
+    buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)
+    short_rsi = IntParameter(low=51, high=100, default=70, space='sell', optimize=True, load=True)
+    exit_short_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
+
     # Number of candles the strategy requires before producing valid signals
     startup_candle_count: int = 30
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 4050dcbdb..61cdfb2bc 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1382,6 +1382,7 @@ def test_api_strategies(botclient):
         'InformativeDecoratorTest',
         'StrategyTestV2',
         'StrategyTestV3',
+        'StrategyTestV3Futures',
         'TestStrategyLegacyV1',
     ]}
 
diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py
index 962fd02e9..ee3ce5773 100644
--- a/tests/strategy/strats/strategy_test_v3.py
+++ b/tests/strategy/strats/strategy_test_v3.py
@@ -187,3 +187,7 @@ class StrategyTestV3(IStrategy):
             return round(orders[0].cost, 0)
 
         return None
+
+
+class StrategyTestV3Futures(StrategyTestV3):
+    can_short = True
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 82cc707f4..4a01b7dec 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -78,6 +78,11 @@ def test_returns_latest_signal(ohlcv_history):
     assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
 
     _STRATEGY.config['trading_mode'] = 'futures'
+    # Short signal get's ignored as can_short is not set.
+    assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
+
+    _STRATEGY.can_short = True
+
     assert _STRATEGY.get_entry_signal(
         'ETH/BTC', '5m', mocked_history) == (SignalDirection.SHORT, 'sell_signal_01')
     assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
@@ -93,6 +98,7 @@ def test_returns_latest_signal(ohlcv_history):
     assert _STRATEGY.get_exit_signal(
         'ETH/BTC', '5m', mocked_history, True) == (False, True, 'sell_signal_02')
 
+    _STRATEGY.can_short = False
     _STRATEGY.config['trading_mode'] = 'spot'
 
 
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 8f407396c..b8fe90e23 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 5
+    assert len(strategies) == 6
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 6
+    assert len(strategies) == 7
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 5
+    assert len([x for x in strategies if x['class'] is not None]) == 6
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 
@@ -128,6 +128,22 @@ def test_strategy_pre_v3(result, default_conf, strategy_name):
     assert 'exit_long' in dataframe.columns
 
 
+def test_strategy_can_short(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': CURRENT_TEST_STRATEGY,
+    })
+    strat = StrategyResolver.load_strategy(default_conf)
+    assert isinstance(strat, IStrategy)
+    default_conf['strategy'] = 'StrategyTestV3Futures'
+    with pytest.raises(ImportError, match=""):
+        StrategyResolver.load_strategy(default_conf)
+
+    default_conf['trading_mode'] = 'futures'
+    strat = StrategyResolver.load_strategy(default_conf)
+    assert isinstance(strat, IStrategy)
+
+
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({