I defined the braces as MEMBER TENSION but I see compression forces developing tin these members. Can you please explain why ?
First and foremost please ensure that you have assigned the MEMBER TENSION specification to the correct members. Also please ensure that you are using REPEAT LOADs and NOT LOAD COMBINATIONs for combining the primary load cases when you are using a MEMBER TENSION ( or COMPRESSION ).
There may be situations where you may find small compression to develop at one end of member ( the lower end ) even though the member is specified as MEMBER TENSION. This typically happens when the amount of tension in the member is so small that even the selfweight of the member is enough to nullify the tension and induce a small compression at the lower end while the upper end is still in tension. This is normal and the axial force in the member is so small anyway that it does not have any impact on the analysis as such.
If such small compression induced in the members is causing these members to fail the slenderness check due to the fact that these are being checked against lower allowable slenderness values corresponding to compression members, you can either bypass the slenderness check for such members or set the allowable slenderness limit for such members to a higher value to make these pass. Typically this is done by setting an appropriate value for the MAIN design parameter.