You are right the valve is held to the port face by steam pressure. There  is 
more valve exposed to the solid back of the valve than on the bottom because  
of the exhaust ports. 
It is important that the exhaust cavity in the valve is directly in the  
center of the valve's length as otherwise you can be exhausting boiler pressure 
 
steam up through the stack and the valve timing would also be off.
Adjust the valve so it opens just before dead center not after. (or right  on 
TDC) It takes some time for the pressure to build up so you want to let steam 
 into the cylinder just before the piston reaches the heads. This is called  
cushion. 
Unfortunatly it is hard to see what the exhaust ports are doing when the  
valve is moving, But, I think my method of valve setting could be done by using 
 
containers of water and tube. When I set valves I put plastic tube on the 
drain  cock and watch for bubbles in a jar of water as the valve admits air 
into 
that  end of the cylinder. I have never done it, but I think putting a tube on 
the  exhaust and watching for bubbles when the exhaust port opens would help 
set the  valve on your locomotive. 
Again I don't know about your particular locomotive but on larger steam  
engines valves have what is called "lap" and "lead". The lap is how far the  
steam 
ports are closed with the valve in the central position. If you have lap  you 
must have lead which means the eccentric or return crank is set forwards a  
few degrees so the valve does open just before top dead center. The old time  
engineers used what was called an indicator diagram which was a graph showing  
the stroke on a horizontal line and pressure in the clyinder on the vertical.  
The result could be interperted to indicate just where the valve events were  
occuring on a running engine. 
A final mechanical check would be to make sure the valve is free to contact  
the port face and not being held up or tilted by the valve rod. That could 
cause  live steam being allowed to pass under the valve to the exhaust port. 
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