Shoulder pain when i throw a baseball?

i realized when i keep my arm closer to my body it doest hurt as bad, but when i drop down side arm or 3/4 it hurts the most. Curves also hurt really bad, which was weird because i thought that mainly affected the elbow. Anyways i had an MRI and the doctor said nothing was torn, but just a lot of irritation and i went to physical therapy and that didnt help at all. It has been like this for about 3 years now.