Your sentence is absolutely correct. Perhaps you think is wrong because someone told you than the adverb can't be said before the verb, but it isn't true.
You can play with the order of the words, to give emphasis to one or another of the ideas.
1.- "Nadie nunca hace nada". Emphasis on the subject, "nadie" is the most important idea you want to accentuate, and "nada" the second one.
2.- "Nunca nadie hace nada". You want to give emphasis to "Nunca".
Anothers options....Nadie hace nada nunca, nunca hace nada nadie , nunca hace nadie nada...