Custom menu in the sidebar?

What I am doing wrong?
I have made a separate module / menu and this positioned in the sidebar.
When I press the menu, it is not marked as active.
I put the module in my custom template then it work again as a menu. When pressed, it reappears as active.

What I have done wrong?

Here is my code:
<div class="es-widget es-widget-borderless">
<div class="es-widget-body pl-0 pl-5 pr-5">
<div class="es-modules-wrap es-modules-es-dashboard-sidebar-after-newsfeeds">
<div class="moduletable">
<div class="custom">
<div class="es-widget-head">
<div class="widget-title pull-left">Header</div>
</div>
<div class="es-widget-body">
<ul class="fd-nav fd-nav-stacked feed-items">
<li><a href="/index.php/hashtag/test-hashtag">Test Hashtag<br /></a></li>
</ul>
</div>
</div>
</div>

I want a module, a menu where I pretend different "hashtags" for the user. But each link should then be marked as active

Sorry, lost some divs