To avoid such trouble check the list below.
Minimum order volume - depending on the exchange there could be limitations of order volume. We recommend using a minimum $20 order volume.
Insufficient balance - check if the volume of start order that you've entered in strategy settings is equal or less than your exchange account balance
Strategy don't have active deals - for now, strategy can manage only one active deal. So if you want to have 2 deals you need a second strategy. If you want to change strategy settings you need to wait until current deal is finished or cancel the deal manually.
You need the coin - if you are trying to start trading with pair and you don't have a coin to trade, strategy will not start a deal. Long requires quote coin, short requires base coin.
Next: 8. How to find your API keys on exchanges