Buy alerts are correctly being auto staged to the order window.
But sell alerts are not being auto staged to order window.
Sell alerts are being staged in the alert pane of strategy monitor.
I can place the sell order from the alert pane, but if I am not there to catch it, the next update will erase it.

I am using WLP 5.4.20.0
Strategy (1 min) is active in Strategy Monitor, Auto-Place is active.
Order window account matches strategy account.
Fidelity data feed is used.

How can I get sell alerts auto staged to the order window?

User Guide: Orders > Portfolio Synch > read the first two bullets. Does the second one apply to you?

QUOTE:
Alerts to exit positions that are not owned in your account are not automatically transmitted to the Orders tool when Auto-Stage or Auto-Place is enabled. These Alerts will still be visible in the Alerts views, however.

The strategy is in Raw Profit (RP) mode.
The order types are BuyAtMarket and SellAtMarket.
The intraday orders are matched Buy to Sell with identical share count. That is confirmed in Order Window, Alert Pane, Account Window and at Fidelity web site.
It is not clear how Order Window ascertains if the position is owned?
I am wondering if intraday trades are recognized as owned?

It ascertains Positions owned from your Fidelity account, or, if the Strategy is assigned to a Paper account, from there. Log in and take a look at the Accounts tool (Ctrl+Alt+T). Position owned in live or paper accounts will be there.

Doesn't it make sense? Why would you place an exit order if you don't have the Position to exit?

After the buy alert is auto-staged, and order placed from Order window (status: "Filled"),
the position 'is' listed in the Accounts window 'Positions' tab and 'Local History' tab.

I check my account at Fidelity.com. The placed order is listed as bought on the Account Positions Page, and on the Orders page as "filled".
I own the position.

After 10 - 15 minutes, the strategy issues a sell alert.
The sell alert shares and symbol match the previous buy order exactly.
The sell alert goes to Stragegy Monitor Alert Pane, even though auto-stage is active.
I place the sell order from the alert pane.

The Account window Local History tab shows the sell order as executed, and the Positions tab has erased the position (as it should).

Checking at Fidelity.com, the sell order is filled and the Position shows 0 shares (as it should).

Now I get it. Until now you hadn't confirmed that you were actually dealing with positions that you own, so I was giving you the most likely explanation. Please create a Support Ticket detailing Preferences (F12) > Trading settings, and we'll pick it up from there.