Make sure the photocell current rating is above the fixture current rating at the voltage you connected!. Photocells are used all the time to turn on inductive loads. Ballast's and starters.
The one in my yard (POCOS) has been working just fine for 10 years, including bulb life. Lucky I guess.

There should be a plate that slides over the eye itself. (not all models). Adjust for correct darkness, see(instructions) and make sure it is pointed in the right direction.
If there is other lighting in the area, it could be keeping your light on. Or if the eye is pointed to a dark spot, like the pole that could also keep it on.