You are talking about a frame, right? What type and size needle are you using? That, along with how much tension you have on the quilt, can affect whether or not stitches form. You do not want the quilt drum tight in the frame; the rule-of-thumb (no pun intended) is to be able to stick a finger up from below the quilt sandwich and be able to grab it with your other hand. In other words, you want the quilt somewhat slack in the frame.
Needle size and type is important also. It sounds to me as if your needle may be too small. A finger needle will flex as you move the machine, especially when you move the machine sideways. You probably want to be using the largest needle you can for the machine you are using. (Most midarmers and longarmers use size 14 or 16 needles.) As to needle type, I'm not sure which one is best for a domestic machine on a frame. Maybe someone else knows. What flexing of the needle does is change the timing slightly between the needle and bobbin so the threads don't "catch" each other.