configure exchange2013 as MTA

Hello, 
I have deployed exchange 2013 server and install my own custom built Transport Agent which filter the incoming mails with a special algorithm (like an antivirus). 

Now my mailbox sits on the cloud (office 365) - i want to protect it with my exchange-server which include the special Transport Agent. In order to do so, i want that the exchange server will be some kind of a relay server (only will filter the mails and forward them to the office 365), 
this is the architecture that i want: 

Internet ---(1)---> ExchangeSever -----(2)-----> office 365 

What i have done is : 
* on my domain on the internet i set the MX records to point to the exchange server 
* i have added my domain to the list of the domains in 365 and got an MX record 
* i have configured a send connector on the exchange server and a recieve connector on the 365 
according to this article : URL - it seems like it configures the the 365 to be a relay to the exchange.... 


My problem is that the 365 mailbox doesn't receive the emails while they are getting received in the exchange server - 
what i am doing wrong in my configurations ? 
why the exchange server doesn't forward the mails to office 365 ? 
is there a place where i can configure the MX records of 365?