CAG pilots have to be trained. To start with they are not very inteligent (Apprentice). As they do more they will automatically complete trainign courses, and at the higher levels will use their jump drives, comunicate with each other, checking prices enroute etc. Yo ucan even set the jump range differently for each Agent.
The instructions haven't fully been translated into English yet, so it can get confusing, but if you read
this thread there are some links to partially translated instructions.
The CAG is very powerfull when fully trained, but you need to have some low-level complexes setup right to train them.
I have a spacefuel distillery complex setup in an unknown sector, connected just 2 jumps away for a whole lot of SPP's via the HUB. Setting the CAGs not to sell, just to buy. I use this to train my Agents until they can use the JD, then i move their homebase to the HQ and set them off.
Edit: Forgot to mention that you can also change the buy/sell behaviour of the Agent, so if yo ukeep running out of E-Cells, set it to start buying them at a higher % of stock level. Also maybe limit this agent to this one ware and not have him selling.
Cheers
M