Heat Pump - Aux stuck on.
 

I have an electric heat pump and when you turn the thermostat on to heat, the aux heat comes on immediately and the air handler will not shut off even after the set temperature is reached. It just keeps blowing hot air with the aux heat on. The heat pump cycles like it should but the air handler will not. When the thermostat is on cool, everything works fine. The air comes off and on like it should. Should I suspect a sequencer on the heat circuit?

It doesn't sound like a sequencer problem if the sequencer was stuck the heat strips would run with the a/c. Have you checked to see if that's the case? Sounds like a thermostat problem either bad or not setup properly in the internal installers menu

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I bought a new thermostat and still have the same issue. Changed out the sequencer as well, still have the problem. I traced the wires from the thermostat to the furnace and did not find any problems. Any ideas?

Post the entire schematic in legible chunks and get out your multimeter.