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It is not necessary that you get orgasm or ejaculation with intercourse or artificial stimulation each time. A lot depends on the mental blocks and thoughts at the time of intercourse or masturbation. You need to be completely relaxed. If you still continue to face with this problem even when you are totally relaxed, consider visiting a sexologist for help and guidance. Avoid multiple partners in attempt to get orgasm/ejaculation. A couple therapy and counseling with sexologist for both you and your partner would solve the problem. Do not put yourself at risk of developing STD and complications in your search for pleasure.
Take care.