Miscarriage???

Can a women have a miscarriage without knowing? Me and my boyfriend have been together for about a year. Sometimes during the first six months my period was heavy and was lasting longer then five days. I had been on the shot for five years on and off. During the time I was on the shot I never had my period. I had to stop the depo shot because my menstrual were two week to a month long. Then I started the pill to help control my periods. I stop taking them in march and been ttc baby #3 and no luck.