Do all three items have a mouse-over description something like '3 must be sacrificed to gain 1'?
You should have gotten the sword in Iona's dungeon, the dagger in the thieves guild and the amulet in the elven ruins cave in the dark forest.
If it is just a question of the game not recognizing that you have the items for some reason, it may help to clear out your inventory of excess stuff you don't need to carry.
Try dropping the items and stepping in the circle to get the statue to tell you that you don't have all three items (correctly this time), then pick them up and try again.
The lost item procedure may help if there is a problem with one of the items (drop or stash the ones you have; they shouldn't cause any problems). If not, you could try the fix below, intended for the case of opening any of the guardian's tombs (after which the statue does not respond if you have all 3 items in your inventory).
FIX for broken Holy Items quest