The fact that you are noticing this is indication of progress. Your paranoia is proof you are really trading, Just keep it close to your chest , sir, or they will label you.
This would also explain what I have seen. Price hits my stop, but the stop isn't triggered. The one thing I notice over and over again is that usually when I enter, I hit the button to buy the Bid, if I want to go long, or sell the Ask, if I want to go short. I figure I want that extra tick in my favor. Of course when the trade works great, price just keeps going and I get no fill, and so then I always think I should just enter with a market order. But even when I do get a fill on my limit order, its usually because it will go even more against me. I swear that is how I know if the trade will work on not. If I get a fill instantly, I know it will go against me! LOL