Its different for everyone. Don't believe lucid dreaming is hard. If you think it's hard, it will be. I reccomend you read Silver Bullets Guide To Lucid Dreaming (I'd link you but I'm on my iPod and about to go)
And with with dream sign thing, I don't have any either, or any that I notice..
Just try to take a break because frustration is not good, keep LDing in the back of your mind :3