Georges,
I had issues on my X5 initially until after the running the calibration procedure. It really should be done. The calibration puts the boat through a series of maneuvers and records the dynamic response of the boat. This is stored in the X5 course computer so the proper rudder commands are provided based on the sailing conditions. Once calibrated it worked very well. As I have posted in other threads, the response with a spinnaker down wind in following seas off the quarter is better than I can do manually, and the autohelm doesn't fatigue. The roll & pitch sensors are pretty amazing. I found that mounting the X5 compass on the bulkhead just aft of the mast at waterline level works very well.
You'll want to do the calibration in smooth water for the best results.