Onieda,
If it's tied carefully and correctly it shouldn't move......Check your center serving to make sure that it's not slipping. (Is it a braid or mono center?)
You can tie a nock set above each knot as a fix but that too must be done right and is just a band-aid.
Most likely the bottom knot will be the one tha slips due to direction of force applied at full draw.......a single tied in nock set above the bottom knot (inside the loop itself) Adds 2 benefits.....insurance for the bottom knot slipping, and better centers your release within the loop for a direction of pull in line with the arrow shaft. Leave a small gap between the tied in nock set and the arrow nock itself (Tied in set of about 1/4")
It all starts with a well tied loop first. There's a Loop thread on the Bowhunting forum right now.
http://forum.hunting.net/asppg/tm.asp?m=525913