Why if my website has a lot of visitors it has a low Alexa ranking?
Alexa rank depends on whether your visitors have the Alexa toolbar installed. This excludes traffic received from visitors that do not use their toolbar. Your website could have some thousand visitors a day, but if none have the Alexa toolbar, that visits not improve your Alexa ranking, it counts as zero visitors.
In order to boost your ranking you can download the Alexa toolbar and use it every day to visit your own website. You can download the toolbar here: Alexa toobar
Asian people seem to be huge fans of Alexa. That's why some asian websites have a good traffic rank. Therefore, many people suggest posting in Asian social networking forums.
The above suggestions can help improving your ranking but if your website has a low Alexa traffic rank, and you want accurate results, your only option is to hope that more Alexa toolbar users visit your website.