screaming cockatiel

My tiel, Cheeko, has been screaming a lot. This often occurs at all times of the day; after I have trained him, if I'm sitting only a few feet away from him and am talking to him softly, when he's on top of his cage on his play gym. He is not comfortable enough to sit with me or be at a low level of the room yet. He yells loud enough for my eardrums to ring. Usually what happens when he does that is I leave the room and wait for him to be quiet, then I go back in. Maybe a minute will pass and he will start up again. Why is he screeching so much? He has plenty of fresh food and water, and even treats, like chopped-up corn or spinach in his treat dish. He has toys and perches, a bell, a swing and plenty of horizontal bars to climb. No mirrors! My boyfriend and I understand ourselves to be members of his flock and often sit with him in the living room. He is noticeably happy when we are all together in the room. We often talk to him and train him throughout the day, several times a day. I am teacher and I am off for the summer, so when I'm not training him or talking to him, I'm usually just working a few feet away from him on my laptop. He has been trained with a target stick and a clicker so far and always stops this screeching while he is being trained. I read that when a cockatiel yells he is searching for attention or because he is bored or frustrated. What could I be doing wrong?