Whenever I talk to a Forex trader they almost always complain about their broker "taking out their stop" or "stop running". For those who aren't familiar with this concept, traders believe that they place their stop loss at a given level, and brokers see where their stop is and then place opposing orders to cause price to run up to their stop loss and close out the position, followed by price reversing in the initial direction of your position. On a chart it would look something like this:


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In the chart above we see price trending upward until it hits a point of resistance (which was defined by several points in the past which aren't shown just for scaling purposes). We then see price bounce off this area nicely, at which point we may take a short position. Following our short position, price turns around and actually breaks above our area of resistance, at which point we get stopped out. Price then stagnates some above resistance and finally breaks down and falls lower, which is what we initially thought would happen but we watch it happen without a position.
Many traders will call this type of scenario a "stop run" in the Forex market. To be honest, I've never worked for a Forex broker so I can't really comment on whether or not this does or doesn't happen within the brokerage, but I can guarantee you that some deep pocketed traders and market makers make this type of scenario happen all the time. In fact, it happens so often, that it's one of the 10 strategies that I teach in the price action trading course. Most traders come out of this type of situation extremely frustrated, however if you know what to look for in these cases you can actually profit from these types of setups.
To be honest, I highly doubt a Forex broker is sitting there watching your seemingly miniscule order. I would like to think that they have better things to do with their time to make money than run stops on orders that to them are incredibly small. I think this is actually just an excuse by the Forex trader for making an error in their analysis and for likely setting their stop loss too tight to their entry.
So in short, it certainly is possible for Forex brokers to run stop orders since it is a lightly regulated market and many of the brokers are off shore, but I doubt it happens. If you think it is happening to you all the time, I honestly would say that there's a problem with your trading method. Sure we all get stopped out of positions prematurely from time to time, and for myself I know I have gone through periods where it happened quite frequently, but the market or broker was rarely the problem--most of the time I was either drifting away from my trading strategies or I was setting my stop loss too tight. If you find this type of situation happening to you more times than not, feel free to click here to email me and I'll recommend some resources for you to break this habit.