This is only a guess but I would think one of two things is happening.
If itís a manual awning, I would say you are not getting the locks engaged properly. You are getting them engaged enough to keep the awning out until the wind blows or the return spring over comes the friction holding it out.
If itís an electric awning it may have a wind sensor. If you notice the wind picking up when the awning retracted, the sensor is doing itís job. If no wind was present maybe the sensor has a short or is malfunctioning.
Also if it is electric make sure nobody is inadvertently pushing the extend/retract switch thinking it is a light switch. Or if you have a remote for the awning check to make sure it is not crammed in a space and the retract button is getting pushed.