Mikrotik does not support various aspects of openvpn v2.0 (udp, certificate authentication, etc)
From IronSockets's support desk:
There are limitations on the OpenVPN Client settings available on Mikrotik router and is not compatible with our OpenVPN servers.
This router does NOT support:
1. LZO compression
This is mandatory to connect to our OpenVPN servers.
2. UDP
Although we support TCP, it is slow compared to UDP.
There are more than a hundred requests for these two (2) features in the last 3 years but unfortunately, Mikrotik has no plans of supporting them.
See
http://forum.mikrotik.com/viewtopic.php?f=1&t=77898
As an alternative, we recommend using L2TP.