Change a four wire room thermostat to a two wire room stat

you don't say what type of boiler you have, but as a guide...

Three port valve may not be operating.

Heating Pump may not be operating.

Room thermostat incorrectly set or not working.

Start with the room stat as it controls the valve and the pump..

More information about your system is needed to help you further..

How to Adjust Honeywell T6360b1028 Thermostat? ' DIYnot Forums

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Unless the thermostat is faulty, the point where your 'stat clicks is your actual roomtemperature. If your 'stat doesn't 'call for heat' when set to 18 and your room ...

It does sound as though the room stat has broken.

Another infamous question where the inquiry is not well stated.
Are we talking HVAC as this is posted in Water Heaters?
And,gosh, doesn't it make sense that when the T-Stat is on.......amazingly the unit works?
As opposed to when it's off and the unit is still energized?

If this is HVAC you've wired the T-stat wrong.....probably even have the wrong # of conductors or you reversed it.
There is a wiring guide on the Blister pack the Stat came in...read and abide by the diagram

Check if you have the link still in place, it seems its wired incorrectly through the bus circuit remove link and re wire

It is recommended that you use all new batteries when replacing them in the Worcester DT 20 RF Room thermostat. Rest the power on the heater with the thermostat near by, this will reestablish wireless communications between the two. You will need to reprogram the heaters timer as well.

The zone valve needs replacing.

I have opened the thermostat to see if there is a battery and now doesn't turn on when the temperature is lower but it says to my baxi to stop after 5-10 minutes. What can I do to solve this problem ?

9 TIMES OUT OF 10 THE COLORS ARE THE SAME. MATCH THEM UP. FIRST LABEL THE WIRES ON THE ORIGINAL STAT, AND PUT THEM IN THE CORRESPONDING PLACE ON NEW ONE.