Hi,
Do you mean when firing or just pulling the slide back by hand?
Pistols generally have a feature called 'Hold Open' so after the last BB (or bullet) is fired the pistol will stay open ready for a new magazine to be inserted.
Then the slide catch must be pushed down (Usually on left side above the trigger)
If firing with BBs
Are you filling the gas properly? Hold the gas can pointing DOWN onto the magazine and hold for about 5 sec. (You should NOT hear lots of gas escaping)
Does the slide move easily when you pull back and let go? (Mag-out and mag-in while holding the slide release lever down)