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switch on with Alexa

First of all I apologize if this has already been discussed, but I have been looking for a long time and I can’t find anything.
I have a wireless x thermostat and can not turn it on or create a routine with alexa if the thermostat is off. Only recognizes me the command to raise, lower temperature and turn it off, but once turned off if I say "alexa turns on thermostat" tells me that thermostat is not compatible. I try to create a voice routine but does not give me the option of turning on/off, only to regulate the temperature so if the thermostat is off it also does not work.
Can anyone help me? Thank you very much