I want to create an animation using rigid body physics, but I encounter this problem..., the objects pass trough the wall... What settings should I apply?
I checked the normals, the scale, object weight, I tried to increased Steps per seconds and solver iterations, but still have same problem.
You're going to have to increase the Steps per second a bit more. The motion of the box is too fast, and the spheres may find themselves suddenly "out" of the box (or inside the wall!) in the next solver's step, when in the previous they were inside.
The solution is to have another step in-between so that the collision is not inadvertently skipped, and in this intermediate solver's step the sphere is just next to he boundary, and it feels the collision force kicking it back in. This is what "Steps per second" does.
Increasing the solver iterations further can also help.