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The most important recommendation I always give to anyone who has bought a Pro Series loco is that, after installing it, you should always read the accompanying manual before trying to run the loco. This one's manual is called UP119 Steam Locomotive Add-on Manual.pdf and is located in C:\Program Files (x86)\Steam\steamapps\common\RailWorks\Manuals\EN.
The section titled "Brakes", starting on page 19, explains that the 119 doesn't have any brakes (air brakes weren't fitted to locomotives in 1869). Instead, you use the reverser, in reverse, and throttle to slow the train, along with the handbrakes on the cars in the consist. You can use the whistle to signal to the brakemen on the cars to apply or release handbrakes - two long blasts (click on the whistle lever hot spot, or press spacebar for about a second or more) to release them, one short toot (a different hot spot on the whistle lever or a quick tap of the spacebar) to apply the handbrakes.
I remember hearing about how Steve Lee in UP 844 would put his arm out of the cab window and signal to the engineer in the helper engine when to use his dynamic brakes (the m.u. controller in the cab of 844 doesn't have any control over the brakes of the diesel helper engine).
I've finally found a way to solve that problem (handbrakes not holding the cars on a steep grade) without increasing the strength of the handbrakes (which would be unrealistic). However, it will take some time to get the corresponding patches (to the locomotives and rolling stock) released on Steam.
Yes, you can use the F4 HUD. It will even run in either Expert or Simple Controls mode. You can also use it with or without the automatic fireman.
One problem with the HUD is that it doesn't have any button for the dampers (funny that - it has one for windscreen wipers, which I've never seen on a steam locomotive, but none for dampers which I think all steam locos have). To get the best steam rate, you have to open the dampers using the mouse or the keyboard.
Also, as I mentioned earlier, if you use the F4 HUD with the automatic fireman disabled, make sure first of all to use the mouse or keyboard shortcuts to put the two feedwater valves in the cab into the "up" position (Shift L and Shift K will toggle the two valves up and down). Once they're up, you can just stick to using the water icon on the HUD to control the water.
The core code that handles AI in double-header hash-ups often does peculiar things :D
I was very surprised when I saw in the video describing the UP 119, she hasn't any brakes (neither vacuum nor Westinghouse ones), so the driver always used steam compression brakes (and the manual ones as it was discussed above). As I remember in modern era steamers you can make this trick. In order to use it, the driver had to shut down the chimhey output (or the steam cone itself, switching the exhaust to the outside) for not to let the smoke enter the cylinders. So here is the question: does it apply to the real life Jupiter/119 or they have separate steam output: one for the steam cone, and one to the air directly from the cylinders?
The real-life replicas do have straight (independent) air brakes, to meet the FRA requirements, but the originals (built in 1868) didn't. As for the steam output, the only way to divert some of the exhaust steam away from the exhaust ports was (and is) to open the cylinder drain ♥♥♥♥♥. That's actually something I do just before coming to a stop so that after actually stopping using the reverser+throttle, if there's still steam in the chest even after closing the throttle, it won't cause the locomotive to start going in the opposite direction - the remaining live steam will mostly go out through the drain ♥♥♥♥♥ to atmosphere.
You'll also notice that the cylinders didn't have sniffer valves, so it was a problem that when the throttle was closed, it could draw in smoke from the chimney (and of course with a longer cutoff, it would be worse). In the mid-19th century, they were still experimenting and discovering a lot. Anyway, smoke contamination of the cylinders isn't simulated (steam condensing into water in the cylinders is simulated though, in mine and several other Pro series locos).
Regarding the values that are taken into account in the physics of the steam locomotives, there are a lot of them and they all have to be set, tuned and balanced correctly in order to obtain a behaviour and performance that is genuinely realistic (with respect to the real-life loco that is being modelled). The purpose of several of those values is not obvious either, and I've seen differing interpretations for some of them. There are also a number of things that are hard-coded in the core of TS, making it very difficult for developers to work around them to create more accurate models of steam behaviour. Consequently, not all steam locos in TS are equally accurate. I do believe that mine are some of the most accurate (and many steam locomotive engineers have told me that they are).
That's what I love about steam locomotives. I use the HUDs only when running tests. When I drive them for fun, I turn off all the HUDs (except for sometimes taking a quick look at the F3 for speed limits) and listen to the sounds and feel the engine, as much as you can in a simulator. Of course, it can never be the same as the real thing. I take my virtual hat off to you robmerlo.