Question about Blender colisions

Ive been using blender for 2 days about , and came across a tutorial for a ball game. I did that tutorial but imported some other 3d objects i made in a different program. when my ball colides with them it doesnt go through but at least half of it goes through the other object. Im using boundry box but is there a way to make the actual mesh the boundry box so theres no going through walls?
heres a picture to help describe. As you can see the ball is going halfway through the traffic cone before it colides.

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When you make an object collidable, there is a radius option. Increase that so that your cone is approximately inside the radius of collision for its object.

OK ill try that thanks