Is It Advisable To Track Allergens For Persistent Sneezing And Running Nose?

Hi, I am living in Delhi .Since last 2 years i am suffering from allergy symptoms like sneezing , nose running, nose itching , eye itching . Most of the time I wake up in the morning with sneezing . Also, I noticed if I am not in my room then I don't get any sneezing. I tried to track down the possible allergen by hit and trial method . But I couldn't find the allergen. I went to physician , ENT and eye specialist all they did was just gave me eye ointments and nasal sprays.
When i was on those eye ointments I felt I was having problem to see bright things like bulbs even and computer screens . I changed many hospitals and doctors but symptoms keep coming back . And funny things was that all the doctors were prescribing almost same eye drops (which have same salts in it) .
Then one of my friend who is studying pharmacy told me that all these eye drops and sprays are nothing but steroids . which if you take for long time will effect your eye vision and in long use they can increase irritation instead of relieving of the symptoms .
So I stopped taking any medicine . But 2 or 3 days in every week I get excessive sneezing . Yesterday I had severe sneezing and itching in my nose and eyes . I went to an ENT and I asked him about Allergy tests like "skin prick test" and "blood tests" but he said dont try to track any allergen becoz I will not find one . He said if one pill can get rid of your symptoms then what is the problem in it . Eat one pill(anti-histamines) everyday. I was shocked to hear that . I want to know the allergen .

Please help me where can I get allergy tests done ? Is it effective to track down the allergens ?