You have almost certainly fallen foul of the "Stop Loss Syndrome". The truth is that stop losses are fine in theory but nearly always total crap in practice. MFP would have placed the bet for sure but getting that bet matched is an altogether different matter. I would imagine that the market moved very quickly and raced by your stop loss price. It happens in every trading software under the sun.
Stop losses rarely work and are usually tools which guarantee losses. Trading is an activity which takes place in real time. It has no pity.
I hate the word "crap" but others seem to like it and it is effective at conveying my contempt for stop losses in general.