If any credit card payment fails for any reasons then the order will appear in your 'Incomplete Orders'.
An order will only appear within your 'Open' orders section once the payment card has been confirmed as successful. When an order is placed on your site you will receive two confirmation emails, one from LiquidShop and one from Sagepay, the Sagepay email will contain fraud screening results. It is also worth making sure that for every order email you have a corresponding Sagepay confirmation email, if not then this will indicate a possible error may have occured.
The only exception to this rule will be manual orders and any orders where the payment has been accepted through an alternative method such as Cheque or BACS payment.