I had the same problem.
In high step velocity it might just look its vibrating, try go for a very low speed like delays between high and low about 500ms, if you see that it is going one step forward and one back, change the position of the two central wires. The wire out of your stepper is actually 1ºcoil | 2ºcoil | 1ºcoil | 2ºcoil, not 1º | 1º | 2º | 2º like many stepper. You can verify that with an multimeter in continuity mode.
My standard advice for starting with steppers:
Select microstepping 1/8th or 1/16th to start with - especially for an unloaded motor.
Install the AccelStepper library. You must ramp speed with a stepper motor(*) to get reliable performance,
and the AccelStepper library does this for you.
Follow the instructions for setting the current on your driver board.
NEVER DISCONNECT OR CONNECT MOTOR WINDINGS WITH THE DRIVER POWERED UP
You have a very high chance of instant destruction of the driver if you forget this - note this also
means you have to make the connections to the motor secure and reliable, as an intermittent connection
will also destroy the driver.
Your first test code should not try high speeds or accelerations, that's something to start small and
test, raising until the motor starts to skip, then back off. Thus tuning depends on the motor load.
(*) Unless its really really small - some 6mm steppers can accelerate to full speed without ramping,
a NEMA11/14/17/23/34 motor CANNOT.
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