There's 2 ways to remember the sign convention:
If you're trading an exchange-listed spread, then the convention is that going long on the spread A-B implies buying A and selling B. Vice versa, shorting the spread implies selling A and buying B.
If you're trading a synthetically-constructed spread, then this means that you're trading the residual, i.e. the ...
From the link in your OP, the article is talking about buying one stock versus shorting the other. The distance pair trading system they are describing always plays the distance to converge. It just depends on which stock price has appreciated more.
For example, if "stock 1" has moved up excessively compared to "stock 2", you would short "stock 1" and buy ...
first keep in mind how spread is constructed, say it's $y - \beta x$, $y$ being asset $A$'s price and $x$ being that of asset $B$. Then long the spread is when $A$ is under-performing, because our current spread is smaller than "fair value". Short the spread is when $A$ is over-performing.
we always short the overperformer and long the underperformer.