Progesterone does not work.....?

Je

I was put on Progesterone with all my pregnancies as I have had miscarriages in the past. They have told me It may have been caused by such low hormone levels. This time I had an allergic reaction to it and broke out in a rash so I was told to stop taking it. Of course I cried and told them now I really fear a miscarriage, but was told by the doctor that progesterone is NOT a proven fact that it helps prevent miscarriages. Then why would they put me on it every time?? Anyone else ever been told that it won't help (especially for those who was going to miscarry regardless.)