A lot of people can find that coffee, chocolate, red wine and cheese can induce migraines. Try cutting out dairy altogether and the others to see if this helps.
Depending on what kind of allergy tests you have, you might not be positive for these, as if it is a migraine trigger, then it is not a true allergy in that sense, but more of a food intolerance for which you would probably need to have an IgG blood test, rather than an IgE skin ***** test for true allergies.