Installed new Hampton Bay motion sensor to replace old one that stayed on. It is installed correctly as red sensor light on, however, I cannot get it to go on either in test mode or real. It will not go on a motion sensor or steady light. Did the on/off several time and nothing. Bulbs are good. Any ideas

Just because the red light is on does not guarantee that you wired it correctly. It may be a bad switch but more likely you made a mistake somewhere. Did you run just your hot wire to and from the switch. That would be a black line coming to the switch and a white with black tape or another black wire leaving the switch going to the bub.