I am trying to have my first child. In the past year, I have had no trouble getting pregnant, but the three efforts have all ended in miscarriage. The first at 4wks 2 days, the second at 5.5 weeks, and the third again just after four weeks. Do positive HPTs followed by a period a day or two late count as early miscarriages? What do I need to do to find out what is wrong? I am 36 and finding this very stressful.

I am so sorry for your losses.
Positive HPTs followed by period can be an implantation problem. You may also have a short luteal phase so that your body is not producing enough progesterone to maintain a pregnancy. I would talk to your doctor about progesterone suppositories.
Some women find an added B6 dailiy plus a baby aspirin help But I would first talk to your doc. If he/she isn't helpful look for someone else who treats fertility issues.
Hugs

I am also truly sorry for your losses. As a mother who lost 8 pregnancies to recurrent miscarriage before my sons were born, I understand how devastated you must feel.

Yes. If you had a positive pregnancy test, then human chorionic growth hormone was entering your blood stream which means that implantation may have occured and then the pregnancy stopped for some reason. Early miscarriages are often an indication of an immune issue. Many mothers are able to carry to term with the help of low molecular weight heparin and baby aspiring. After the age of 35, you may have what Lalle describes as luteal phase defect where your ovaries are not producing enough progesterone to maintain your pregnancies.

It's important that you investigate further and discuss all of this with your doctor.

Have a look at this article: http://www.asklenore.info/miscarriage/print/bickp.html

Best, Lenore