I am use the XUbuntu 14.04 with auto-login.

I create file at: ~/.config/autostart/start-miner.sh.desktop

it is contains:
[Desktop Entry]
Encoding=UTF-8
Version=0.9.4
Type=Application
Name=miner
Comment=miner
Exec=/home/user/start-miner.sh
OnlyShowIn=XFCE;
StartupNotify=false
Terminal=false