The run has dragged the Boundary Park club back towards the relegation zone and increased the pressure on Dickov.
Following his side's latest setback - a 2-1 home reverse to Crewe - the Scot said: "I have faith in the squad and I know the board have faith in me.
"Nobody feels more disappointed than I do when we don't win games. I understand the fans' frustration but deep down people can see the performance levels are there.
"Today and in the Doncaster game (on Boxing Day) we've had a lot of possession and at times we've played ever so well.
"Crewe are a good footballing side but we dominated and we had 19 attempts on goal.
"In two home games we've created a lot of chances and played some good football, but it's the same old story for us. We have to take our chances and we have to stay positive and start picking up results.
"It's a big game at Scunthorpe on New Year's Day, so we'll put on our tin hats and go there looking to win.
"We've deserved something from these last few games, so it's a sickener to come away with nothing."
Dan Taylor brought Oldham level after 82 minutes, cancelling out Mathias Pogba's 61st-minute opener for Crewe. But the Alex restored their lead within two minutes when Mark Ellis headed home.
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