I have had symptoms of a cold now for about 3 years now. My doctor has tested me for allergies but non found. What can be the cause?

Non-Allergic Rhiniti. There are many forms of allergic rhinitis: non-allergic, vasomotor, hormonal, non-infectious, cold-induced, etc. It depends on how old u r. It also depends what u were tested for. Perennial allergic rhinitis is due to allergies to indoor things that are tested but not limited to dust mite, cat, dog, mold, cockroach, feather, etc. Allergies can be treated even if u test neg. C ur allergist.
Depends. If by symptoms of a "cold" you mean a stuffy nose then further evaluation may be necessary. Nasal stuffiness can be a symptom of rhinitis (allergic and non allergic) nasal polyps, chronic sinus disease, anatomic variations in your nose and other pathology. Talk with you doctor about seeing a board certified allergists to provide a comprehensive evaluation.
Perennial rhinitis. There is a condition called perennial rhinitis, where you have a runny nose for no apparent reason. Typically, allergy medicines don't help. It may be made worse by changes in temperature.
Sinusitis. "a cold never goes away" can be sign of chronic sinusitis. Ask your doctor if a sinus xr or ct may be appropriate. That may give you some clue.