I thought that when you clicked it, your resetting it. When the alert goes off again, some will show previous activity times and alerts. Other than that, I do not know of a way for it to reappear upon command.
You can check the experts tab at the bottom of the trading terminal (the area where your trades show up). The tabs are from left to right: Trade, Account History, News, Alerts, Mailbox, Experts, Journal.
It will show if a message was generated and what time it came through.
