I noticed that too. Had to stop it manually and cancel orders. Sometimes I couldn't catch the order in time to cancel, so it ended up as partial filled. Sometime I lost money because someone would put an order just above me with a high price, then the order gets bought out. So small that it offsets my order. I end up with buying at a high price. Higher than what's being offered.
* travis72682 wonders who would do such a thing *evil grin*
It is normal to experiment with the software that I just got. I didn't like the ping-pong trading. It's NOT for real traders. You either want to buy or sell. It was useful when I set it up one way only. Because it would buy as the price changed or sold whichever I wanted. But I couldn't really understand why would someone set it to buy and sell.