When you say your weight is not going up I am assuming you are talking about your bodyweight and that you are trying to gain size. Your bodyweight is simply an expression of how much you are eating. Given that your strength levels are increasing the program seems to be working for you at some level, so I would simply suggest eating more and it doesn’t have to be all protein.
If you have a hard time gaining weight don’t be super strict on your diet (not hard this time of year), you can also check Berardi’s nutrition info as he has a lot of good info. If you want some more specific info you can PM me if you wish. Shoot for gaining .5 - 1 lb a week is good.