Hi,
I've no experience of Caique's but lots with the larger Parrots (own/owned around 23). For me, the issue is best summarised by the well known phrase 'the pecking order' and this holds true throughout the animal (and probably) human kingdom! Your bird will gradually try and assert or at the least test your dominance and you can't afford to drop a point here. If they feel they are in charge whatever your size you have a big problem!! I adore Parrots and I wouldn't be without one, but you need to get the 'pecking order' right and keep getting it right.
One of the best (and most useful) ways to assert your position as 'head of the flock' is via toilet training

The idea is that your bird has to go to the toilet before being allowed out of the cage (no matter how much noise he makes). The benefits of running this (and using a consistent command line of 'Go to the toilet Blue' or simply'Toilets Blue!' - Blue is my Hyacinth) are enormous.
a) Your bird knows it must go to the toilet (and do what you say) before it can come out so you have established dominance
b) When you take your bird out and now it knows the command and what it needs to do, he/she will soon learn that going to the toilet on you/in certain places is not great and you're well on the way to having a House trained Parrot too!!
How do you start the game? Well, make a note of the last time your bird 'pooed' and try and work out the interval (for Blue its between 20 - 25 mins). Wait until you are close to the next 'slot'

-) and your bird is in the cage. Command the bird to Toilets and then wait, as soon as the bird does 'it' go to mega praise and let out!
Repeat for between 1 - 2 months CONSISTENTLY and you have a bird which accepts your authority AND is house trained!! Works wonders
Now for the fun bit:
[ame="https://youtu.be/8sjsYsBRn3c"]Blue; Playtime with Daddy! - YouTube[/ame]
Take care
Mark