Firstly, check you are checking the correct location. In MT4, go to File->Open Data Folder and then browse to the <Data Folder>/MQL4/Files folder. A file should exist with a *.mt4config extension.  If it does not, check the ‘Experts’ tab to see if any errors are being generated. This problem is sometimes caused by an invalid filename being generated (since it utilises your broker’s name). You can force a valid filename by going to the EA’s ‘ConfigFileName’ parameter to “Broker.mt4config”.