Check that the Blue wire is connected directly to pin 5 on the trailer plug, make sure you are connected to pin 5 not pin 2, pin 2 is used as the reverse lights OR power accessory feed to the trailer, I have mixed them up in the past and had my fridge running only when I put my foot on the brake.
If this is not it check the earth/ground (- white) wire is connected directly to the battery with the correct size wire, a bad ground (-) ie connected to the body, can cause poor performance of the unit or it not work at all even though the display is on.
The power wire (black +) must also be connected directly to the battery (with an in line circuit beaker close to the battery)
The red stop light wire should work connected to the trailer brake light wire Pin 6 (doesn't sit right with me) I much prefer connecting it to the brake switch.
If it still doesn't work find someone with the same brake controller and plug your controller into there car and test it.
p/s
I believe white as a ground wire is an automotive industry standard for Au & US cars.