Watching movies in English with and without the subtitles is a great start!
Have you tried listening to songs in English? You can read the lyrics while you listen at first and then try listening to the song without reading the words. After that you can try singing along! This might be helpful because 1) a song is shorter than a movie so you won't have to think about so many words at once and 2) many songs will have a repeating chorus that you can listen to or sing several times during the song.
I think this is a problem for all of us, english students.
My advice is you keep watching the movies with subtitles and then without subtitles.
Choice children's series like Dragon: Riders the Berk, the language is more simple because is for children.
And you don't alone! Stay strong and focused. Don't gave up!
I think this is normal during the learning.
Ah! It's one more thing, read a lot, news sites, books, newspapper and try to use the phrases you learn in a real life, repeat them.