New Engine or used?
Did you verify oil pressure with an external pressure gauge? Or are you relying on the dash gauge?
If you installed a used engine, did you verify the engine ran before you installed it? Did you drop the pan and make sure the oil pickup screen wasn't clogged or full of sludge? Is the oil pressure sending unit faulty on the old engine? Did you reuse the sending unit from your old engine and was it faulty? Did you make sure you connected the sending unit when you installed the engine?
So many porblems can cause this and so many things to check!