This is the second time this has happened. The toilet is put on and bolted down and it's fine. After some weeks later you feel it moving a little and it just gets worst so when you sit on it, it rocks one way or the other. Is something wrong under the floor?

We can't tell from what you have told us so far. If it is rocking your floor is not perfectly flat and that can be handled with plastic shims. The coming loose part is dependent on how well you connected to the flange and how well the flange is connected to the floor and the closet bend. What is the flooring material and the pipe material?

Flooring is ceramic tile and pipeing is plastic. I don't know what closet bend is.

Closet bend is the drain pipe underneath the toilet. It always turns horizontal, so it is called a bend. It should be secured to the floor with screws through a flange around it. The toilet is then bolted to the flange. If the flange is not properly secured it will not hold the toilet stable. If the flange is properly secured but the floor is not level, the toilet will rock. This can be fixed by shimming the toilet to sit level. If the flange is to high the toilet will sit on the flange and not the floor. This can also be shimmed but the proper repair would be to lower the flange. Top of the flange should be no more than about 1/2" above top of floor.
With information provided, we can't tell exactly what the problem is? Right now my guess would be, and it is a guess, that the flange is too high. When you set the toilet the wax ring has to compress too much and the toilet actually sits on the wax. As you use the toilet the wax is further compressed and the toilet can then begin to move.

I agree with Harold's assessment. With the toilet removed can you compare the height of the flange face with the surface of the flooring? How do they compare?