Need to know more about how you have it wired to give an accurate answer. If you're using it for a heat treat oven application, you need to have it wired to a SSR (solid state relay), and the PID controlling the SSR. A PID cannot handle the amount of "juice" going through it that a heat treat oven requires (that's why you need the SSR). (The "StoPED message leads me to believe you're not using an SSR)
Each PID has several parameters that must be set and utilized....you cannot "auto tune" a PID without first setting the parameters and then using it a few times.....it learns via the settings that you input, and the usage of those settings.
Initially you must set whether the application is heating or cooling, F or C readout, thermocouple type, etc. There will be a settings for the "set point" (that's the temp you want the appliance it's hooked to to reach), The lower limit (how low the temp goes before the heat "kicks" back on), and several others that may or may not be model specific.
I've been using PIDs for a number of years now, and have never been able to get the "auto tune" to work properly on any of them. I get the impression that you're thinking you can hook it up and "auto tune" and it will work? If that is the way you're thinking, it doesn't work that way. All the the parameters must be manually "set". Most PIDs have 2 or 3 different "set up" areas. For example, the ones I use have a code you must input to set all the working parameters such as F or C readout, thermocouple type, and heating or cooling application. If I remember correctly, that code on mine is "0089" then hit "set". When I change any of the temp parameters, it requires an code of "0001" and then hit "set". In either mode I can toggle through the specific parameter I want to set (even after several years of using them, I still have to have the manual right there to figure out what each parameter code means).
Once you get all the initial setting input, changing the temps isn't too bad....but don't ever expect a PID to be "set and forget", unless you only ever want one specific temp.