Wanderers moved into a 2-0 lead thanks to goals either side of half-time from Ben Strevens and Gareth Ainsworth before Wesley Thomas pulled a goal back for Cheltenham, but Yates insisted it could have been a different game if the penalty had been awarded with the score at 1-0.
Yates said: "I thought we were more than a match for a very good team and that we should've had a stone-wall penalty. I've just asked the lads to be totally honest with me because it looked a stone-waller from where I was and they said it was 100% a penalty and I trust my boys.
"A minute later and we were two down, although it was a great strike and we couldn't do anything about it - it's popped up for him after a little deflection and he's rifled it in.
"So we find ourselves 2-0 down and a bit aggrieved but I thought we showed tremendous character.
"We didn't get the breaks today but as long as we get that kind of work-rate, I'll be delighted."
Source: PA
Source: PA