How pending orders fill
A pending order (limit or stop) sits until price reaches its level, then becomes a market order. The subtlety: it triggers on the relevant side of the market. A buy pending triggers off the ask, a sell pending off the bid — so the price that must reach your level is not always the one shown on a single-line chart.
Common reasons it did not fill
Price only touched your level on the wrong side. The chart line you watched was the bid, but your buy needed the ask (a spread higher). Price gapped over your level at a weekend or news event, so there was no trade at your price. The order expired before price arrived. Or you were disconnected — though a server-side pending order still works while you are offline.
How to check
Look at the exact high/low around the time and account for the spread. Confirm whether the order had an expiry. Check the account history to see if it triggered and then something else happened. Remember a gap can jump straight past a level without ever trading there.
How to prevent surprises
Place levels with the spread in mind, especially for the ask/bid side that must reach them. Be aware of gaps around weekends and news. Set a realistic expiry, or none, so the order is still live when price arrives.
Broker's fault or yours?
Almost always a matter of how pending orders and spreads work, not a fault. Genuine concern only if an order clearly should have filled (price traded well through it on the correct side) and did not — then check the tick data and raise it.