You do well with
SEO - I've seen your site turn up in numerous searches, so that side of things is ok. So the issues are more likely to be with the content when visitors arrive at your site.
I'll say what I see when I visit - to help, not to criticise:
1. The url is onlinexcasinos, but the site logo says 'Online Game'. It's a small thing but it may put a few people off.
2. The home page seems to be written for search engines, not visitors. All those hyperlinked keywords don't entice me further into the site. Make it more personal. Your global navigation links into the site. The welcome blurb doesn't need to.
3. Your home page has Rushmore as one of your top casinos, but Rushmore don't feature in your list of top casinos. Do you promote them or not?
4. You cloak your hyperlinks. Whilst it can be good to hide your affiliate links, I think visitors use the status bar to see where they'll go if they click. Personally, I don't like being tricked into visiting a casino so I like to know if the link will take me to a review or straight to the casino.
5. The casino reviews themselves are good - quite detailed and separated into logical sections. But there are some inconsistencies. For example, at the bottom of the Rushmore review it says 'info: Roxy Palace' and at the bottom of the Rushmore 'Details' page it says 'Visit Spin Palace'.
6. The overall look of the site is good. I like the colours and the design but some of the 'finishing touches' let it down a little. eg the 'visit casino' and 'download' icons seem a little cheap, like you've copied them from other sites and they don't quite match. Spend a little time (10 minutes should do it) re-designing the icons so that they have the same theme - colours, borders, shadows, whatever.
7. There are some very useful sections eg the payment solutions and gambling dictionary are comprehensive and have clearly taken a lot of time and effort. But that effort isn't represented by the home page so you may not get traffic that deep into your site.
8. Your English is ok, but not quite up to scratch for English-speaking visitors. I'd highly recommend getting someone to proof read and edit your copy. It won't be cheap, but if you start with your high traffic pages you may see some results. If nothing else, get your home page rewritten.
In my opinion (though I'm far from being an expert) your site is good and should perform better than it clearly does. But a little work could go a long way. Step back, put yourself in the mind of your 'ideal' visitor and view the site through their eyes. Be completely unbiased and honest with yourself. Forget what you want them to do - ask yourself what they want to do.
Hope this is useful.