It sounds like you may have injured it somehow, maybe without realizing it. Does putting ice on it help? What about over-the-counter anti-inflammatories? Did the exercises help at all, do nothing, or make things worse? Does anything make it better or worse? Has the pain stayed the same over the last 7 months or gotten worse?

You should go back to your doctor and tell him that the exercises haven't helped and that you think there may be some sort of injury to your arm that needs to be looked at more. Tell him the answers to the questions I asked, as well. I would also say that you need to convey to the doctor how this is affecting you. If your doctor shrugs his shoulders and tells you that there is nothing to do, tell him you want to see a specialist for a second opinion.

Don't let yourself be dismissed. It's your arm, not his. Also know that there is nothing wrong with getting a different GP because of this, if you don't feel like he takes you seriously.