Is there a parameter on the Roland keyboard (something like "Midi Parameters") that may be improperly set ?
I know that on a Roland E-09 there's a parameter "MIDI TxRx" that sets the keyboard to send only control messages, only keyboard notes, both, etc.
Do you have Input Echo enabled for your midi or instrument track ?
Do you see any meter activity on the track ?
Is the Input to your track set to your keyboard ?