Welcome to the forums.
Are you using SoftPAC?
If not, what rack controller are you using?
Are you using an Ethernet Brain?
Bottom line, when you leave debug, make sure you are not stopping the strategy, just click back to 'config' mode.
Once you do that, it will leave your strategy running.
Here is an image of what I mean.
Right now, I am in Debug mode, my strategy is running and I can see the data I need.
You can see 'Run Strategy' is grayed out because I am currently running the strategy (or program - a collection of charts is called the strategy).
Once I am done testing, I just click 'Config', nothing else.
This will leave the strategy running and I can test it without the computer.
If you are using SoftPAC, you have to leave your computer running.
If you are using a rack mounted controller, you can shut down your computer.
If you are just using an Ethernet Brain, then we need to know how you communicating with it to advise.
Regardless, I highly recommend that you take some time to review the self training resources we have on our website.
You can see them all via this web page;