Thank you guys for all your help, Gilberts thread helping me so much.
Latest update is that Alex is now stepping out of his cage. Funny was yesterday while he was out, I brought my food and sat on sofa in front of him to eat. After few minutes, I saw him trying to lean forward towards me, and tried to see what I was eating. I had spaghetti, so I offered him small piece and move towards him. He grabbed it from me and liked so much. That was a cool experience.
I think that is a good improvement because even out of his cage he doesn't go away from me anymore.
First few times he got out of cage, he used to ran back in to his cage even if I tried to move on the sofa. But now he eats from my hand and I tried to change his water bowl while he was on his cage and he just looked at me and continue to play on top of his cage.
Here the video recorded first time he came on top of his cage: