There has been a lot of situations when a bet was placed by trigger, and it was reflected in the action log, then it stayed unmatched and later was lapsed, thus didn't get on the account statement. Bare in mind that when In-Play, prices may change really fast, so the price you offered a couple of seconds ago might not be taken. If your strategy allows it, offer a price that is several ticks worse than the current one, otherwise get prepared than certain percentage of your bets will never get matched. If in Test Mode, go to "Test Mode" options and turn on "Delay placing and cancelling Test Bets".

Order of triggers

Sometimes trigger B uses variables and other data that should have been set in trigger A, yet trigger B comes before trigger A. It may lead to confusion, so always structure your triggers according to the order in which you expect them to be executed. It is super-easy to change the order of triggers – just drag-n-drop them to the position they must take using the mouse.

Unset variables

Which leads me to another thing. I noticed that in some triggers a user variable, say, var1 would be set to an arithmetic expression involving another variable, say var2:

set user variable var1 to value var1 + var2 + 2

But the thing that was not taken into account is that var2 was not set at the moment of executing this trigger. Therefore, the program, being unable to evaluate var2, assigned the whole expression to var1. During the next execution of this trigger it became var2 + 2 + var2 + 2, then var2 + 2 + var2 + 2 + var2 + 2 and so on. You can guess what happened in about an hour - the program has eaten up almost all memory and was duly closed. It could have been avoided if you had read chapter "Tips on working with user variables", particularly these paragraph:

2. Always initialise user variables with the very first triggers in your trigger block, as the variables that do not have any value are not parsed. The easiest way to do this is to create a trigger that will be executed one time only.
You can also initialise a variable manually, by entering the corresponding value in the "View Variables" window.

3. If you assign a variable some trigger expression where other user variables are involved, make sure that those variables are initialised as well. Use the trigger condition "User Variable(s)... are set".

Unnecessary condition blocks

I'm talking about structures such as:

Selection's Back Price is less than 10
and Selection's Back Matched is equal to 0
AND
Minutes before the off is less than 0.5
and Market's Volume is greater than 10000

Why adding the condition block? It's only required when you combine conditions that are connected with a different operator than some other conditions in the block. Here all conditions are connected with an "AND". It would make sense if it were:

Selection's Back Price is less than 10
and Selection's Back Matched is equal to 0
AND
Minutes before the off is less than 0.5
or Market's Volume is greater than 10000

and also in this case:

Selection's Back Price is less than 10
or Selection's Back Matched is equal to 0
OR
Minutes before the off is less than 0.5
and Market's Volume is greater than 10000

Compare condition blocks to parentheses: you use them if there are different arithmetic operations in the same expression, e.g.:

(5 + 4) * (10 + 2)

But if it's something like that:

5 + 4 + 10 + 2

you don't need parentheses, as they won't affect the final result, but will complicate the expression.

Settling markets

It has been revealed that many find "Test Mode" settings confusing, as I sometimes noticed that all three options were turned on:

Download results from BetFair...
Settle finish markets automatically
Finish a market automatically after settlement

The second and third options are actually mutually exclusive. There are two events that can happen to a market: it can finish (i.e. be closed by BetFair) and settled (i.e. have its bets settled and the winner appointed). These options determine the order in which these events will happen. If "Settle finish markets..." is ON, the market gets settled immediately after its status turns "Finished". Usually at this point BetFair does not have the winner name ready, so it only can mean that MF Pro will settle the market based on the setting "By default settle according to this rule".
The option "Finish a market automatically..." makes it happen the other way round: if the market is settled already (for instance, if you settle it manually or using a trigger), MF Pro sets its status to "Finished".
There is absolutely no sense in having these options ON at the same time.
Besides if you want the results to be real and come from BetFair instead of being generated by the program, do NOT turn any of these two options and leave just "Download results from BetFair...". Actually, the manual says the same thing, but who on earth reads manuals! :(