To test a diode, you apply a fixed current from a current source and measure the voltage drop across the diode. This is what the "diode" setting on a volt/ohm meter does. Unfortunately, if you have diodes that take higher voltages, like white LEDs or series-connected non-white LEDs, the meter may not have enough voltage behind the current source to get a reading.
Does your meter have a "diode" setting?
