diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index be373e0ee..7171b93ae 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -130,19 +130,6 @@ class DefaultStrategy(IStrategy):
             ),
             'buy'] = 1
 
-        dataframe.loc[
-            (
-                (dataframe['rsi'] > 65) &
-                (dataframe['fastd'] > 65) &
-                (dataframe['adx'] < 70) &
-                (dataframe['plus_di'] < 0.5)  # TODO-lev: What to do here
-            ) |
-            (
-                (dataframe['adx'] < 35) &
-                (dataframe['plus_di'] < 0.5)  # TODO-lev: What to do here
-            ),
-            'enter_short'] = 1
-
         return dataframe
 
     def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -166,20 +153,4 @@ class DefaultStrategy(IStrategy):
                 (dataframe['minus_di'] > 0.5)
             ),
             'sell'] = 1
-
-        dataframe.loc[
-            (
-                (
-                    (qtpylib.crossed_below(dataframe['rsi'], 30)) |
-                    (qtpylib.crossed_below(dataframe['fastd'], 30))
-                ) &
-                (dataframe['adx'] < 90) &
-                (dataframe['minus_di'] < 0)  # TODO-lev: what to do here
-            ) |
-            (
-                (dataframe['adx'] > 30) &
-                (dataframe['minus_di'] < 0.5)   # TODO-lev: what to do here
-            ),
-            'exit_short'] = 1
-
         return dataframe
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index e45ba03f0..1126bd6cf 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -60,15 +60,6 @@ class HyperoptableStrategy(IStrategy):
         'sell_minusdi': 0.4
     }
 
-    enter_short_params = {
-        'short_rsi': 65,
-    }
-
-    exit_short_params = {
-        'exit_short_rsi': 26,
-        'exit_short_minusdi': 0.6
-    }
-
     buy_rsi = IntParameter([0, 50], default=30, space='buy')
     buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
@@ -87,12 +78,6 @@ class HyperoptableStrategy(IStrategy):
             })
         return prot
 
-    enter_short_rsi = IntParameter([50, 100], default=70, space='sell')
-    enter_short_plusdi = RealParameter(low=0, high=1, default=0.5, space='sell')
-    exit_short_rsi = IntParameter(low=0, high=50, default=30, space='buy')
-    exit_short_minusdi = DecimalParameter(low=0, high=1, default=0.4999, decimals=3, space='buy',
-                                          load=False)
-
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -175,19 +160,6 @@ class HyperoptableStrategy(IStrategy):
             ),
             'buy'] = 1
 
-        dataframe.loc[
-            (
-                (dataframe['rsi'] > self.enter_short_rsi.value) &
-                (dataframe['fastd'] > 65) &
-                (dataframe['adx'] < 70) &
-                (dataframe['plus_di'] < self.enter_short_plusdi.value)
-            ) |
-            (
-                (dataframe['adx'] < 35) &
-                (dataframe['plus_di'] < self.enter_short_plusdi.value)
-            ),
-            'enter_short'] = 1
-
         return dataframe
 
     def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -211,20 +183,4 @@ class HyperoptableStrategy(IStrategy):
                 (dataframe['minus_di'] > self.sell_minusdi.value)
             ),
             'sell'] = 1
-
-        dataframe.loc[
-            (
-                (
-                    (qtpylib.crossed_below(dataframe['rsi'], self.exit_short_rsi.value)) |
-                    (qtpylib.crossed_below(dataframe['fastd'], 30))
-                ) &
-                (dataframe['adx'] < 90) &
-                (dataframe['minus_di'] < 0)  # TODO-lev: What should this be
-            ) |
-            (
-                (dataframe['adx'] < 30) &
-                (dataframe['minus_di'] < self.exit_short_minusdi.value)
-            ),
-            'exit_short'] = 1
-
         return dataframe
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
index 20f24d6a3..9ef00b110 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy.py
@@ -84,5 +84,4 @@ class TestStrategyLegacy(IStrategy):
                 (dataframe['volume'] > 0)
             ),
             'sell'] = 1
-
         return dataframe
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 958f4ebed..5aa18c7db 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -747,11 +747,10 @@ def test_auto_hyperopt_interface(default_conf):
     assert strategy.sell_minusdi.value == 0.5
     all_params = strategy.detect_all_parameters()
     assert isinstance(all_params, dict)
-    # TODO-lev: Should these be 4,4 and 10?
-    assert len(all_params['buy']) == 4
-    assert len(all_params['sell']) == 4
+    assert len(all_params['buy']) == 2
+    assert len(all_params['sell']) == 2
     # Number of Hyperoptable parameters
-    assert all_params['count'] == 10
+    assert all_params['count'] == 6
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 73c7cb5f7..1c846ec13 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -119,11 +119,9 @@ def test_strategy(result, default_conf):
 
     dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
     assert 'buy' in dataframe.columns
-    assert 'enter_short' in dataframe.columns
 
     dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
     assert 'sell' in dataframe.columns
-    assert 'exit_short' in dataframe.columns
 
 
 def test_strategy_override_minimal_roi(caplog, default_conf):
@@ -415,9 +413,7 @@ def test_strategy_interface_versioning(result, monkeypatch, default_conf):
     enterdf = strategy.advise_buy(result, metadata=metadata)
     assert isinstance(enterdf, DataFrame)
     assert 'buy' in enterdf.columns
-    assert 'enter_short' in enterdf.columns
 
     exitdf = strategy.advise_sell(result, metadata=metadata)
     assert isinstance(exitdf, DataFrame)
     assert 'sell' in exitdf
-    assert 'exit_short' in exitdf.columns