What are SEC issues I should know about when using my automatic stock trading software?

FIRST, I ASSUME YOU ARE BASED IN THE U.S.

If you're buying for your own personal accounts and have simply found a way to automate your own trades then I don't think there are any regulatory issues. In principle this isn't much different than using the tools most brokerages provide to clients allowing them to "automate" trades based on market conditions.

If you're buying for other people or allowing other people to trade using your software then that's an entirely different matter. For that you need to consult a securities attorney.