When I run this code in a backtest I see the exits issues under the TRADES tab - they are easily identifiable as each exit has a comment.

However, running in the strategy montior, only new entries are showing up in strategy alerts and the orders window. What have I done wronge?

CODE:
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Thanks

Whatever went wrong, I think its cause is outside of this code block.

QUOTE:
running in the strategy montior, only new entries are showing up in strategy alerts and the orders window. What have I done wronge?

What do you expect to see in Alerts and Orders? "Alerts" in any window are only displayed if they occur for the most-recent bar.

I expected to see:
date symbol Account Action Qty Order type Price Strategy Data Range Scale Position Size Signal name
12/5/2012 902_HK PaperAccount3 Sell xxxxxx Stop xxxxx {name} {set} xx Bars Daily Percent Volatility Long Trail Stop: xx is x times
*date is almost always out off by one day* ATR lower than high of xx

However, they're back. The odd bit is, the exit alerts hadn't shown up for a couple of weeks and I was depending on my external code.

I had "Disable Portfolio Synch" previously unticked. I ticked it on and ran the strategy and exit alerts showed up in the alert window, but only new orders showed in the orders window. I went back and unticked the option and now new orders and exit orders are making it through to the orders window.

You said, "only new entries are showing up". If this is the description of the problem, then I don't understand what the problem is. Therefore, I was actually asking if you expected to see Alerts from previous bars/days, which is not the way it works.

Re: Disable Portfolio Synch
Enabling Portfolio Synch will prevent WLP from exiting a Position that you do not own, so this will indeed filter exit alerts from reaching the Orders tool; but that setting does not affect alert themselves, which should still appear in the Alerts pane.

QUOTE:
I ticked it on and ran the strategy and exit alerts showed up in the alert window, but only new orders showed in the orders window. I went back and unticked the option and now new orders and exit orders are making it through to the orders window.

By "new orders" I now understand this to mean "entry orders". So, if this is the case, I think you've successfully verified that the Portfolio Synch function is working correctly. If in doubt, see User Guide: Preferences > Trading > Trading Options > Disable Portfolio Synch. Also Orders > Portfolio Synch.