Legacy Camera Shake not progressing

Hello,
I have setup a camera shake in C++ like this

UPROPERTY( VisibleAnywhere, BlueprintReadWrite )
ULegacyCameraShake* _pWalkingCameraShake;

...

_pWalkingCameraShake = CreateDefaultSubobject<ULegacyCameraShake>( TEXT( _pWalkingCameraShake = CreateDefaultSubobject<ULegacyCameraShake>( TEXT( "Walking Camera Shake" ) );
_pWalkingCameraShake->OscillationDuration = 2.5f;
_pWalkingCameraShake->OscillationBlendInTime = 0.05f;
_pWalkingCameraShake->OscillationBlendOutTime = 0.05f;
_pWalkingCameraShake->RotOscillation.Pitch.Amplitude = 15.0f;
_pWalkingCameraShake->RotOscillation.Pitch.Frequency = 5.0f;
_pWalkingCameraShake->RotOscillation.Yaw.Amplitude = 15.0f;
_pWalkingCameraShake->RotOscillation.Yaw.Frequency = 5.0f;
_pWalkingCameraShake->bSingleInstance = true;

And then I try to play it later

_pWalkingCameraShake->StartShake( pPlayerController->PlayerCameraManager, 1.f, ECameraShakePlaySpace::CameraLocal );

It becomes active (_pWalkingCameraShake->IsActive() == true) and remains so indefinately but nothing happens to the player camera.

What is wrong?