You aren't doing anything wrong.
Sometimes it just takes a bit longer than other people to lucid dream. What you should do, just stop trying to LD for about a week, don't do techniques, just KNOW you will lucid dream without having to do anything. Try to always switch up techniques you try, that is really effective. When you begin to get upset if you don't have one, then stop trying for a few days and try again.
Good luck