I solved the problem with the help of @rohat-kılıç.

It seems that some of my LED's were broken. I set the external clock frequency to high speed (HS). This is the updated code.

#include <pic.h>

#ifndef _XTAL_FREQ
// The clock frequency is 16 Mhz
#define _XTAL_FREQ 16000000
#endif

__CONFIG (FOSC_HS & WDTE_OFF & LVP_OFF & CPD_OFF & CP_OFF);

int main()
{
    TRISB = 0; // PORTB is output

    while(1)
    {
        /* RB5 PORTB6 is on */
        PORTB = 0x20;  // b0010 0000

        /* wait for a second */
        __delay_ms(1000);

        /* all leds on PORTB is off */
        PORTB = 0;

        /* wait for a second */
        __delay_ms(1000);
    }
}

I was able to solve the problem.

It appears that some of my LED's were damaged.

The external clock frequency is set to high speed (HS).

The updated code can be found here.

#include <pic.h>

#ifndef _XTAL_FREQ
// The clock frequency is 16 Mhz
#define _XTAL_FREQ 16000000
#endif

__CONFIG (FOSC_HS & WDTE_OFF & LVP_OFF & CPD_OFF & CP_OFF);

int main()
{
    TRISB = 0; // PORTB is output

    while(1)
    {
        /* RB5 PORTB6 is on */
        PORTB = 0x20;  // b0010 0000

        /* wait for a second */
        __delay_ms(1000);

        /* all leds on PORTB is off */
        PORTB = 0;

        /* wait for a second */
        __delay_ms(1000);
    }
}

I solved the problem with the help of @rohat-kılıç.

It seems that some of my LED's were broken. I set the external clock frequency to high speed (HS). This is the updated code.

#include <pic.h>

#ifndef _XTAL_FREQ
// Set clock frequency 16 Mhz
#define _XTAL_FREQ 16000000
#endif

__CONFIG (FOSC_HS & WDTE_OFF & LVP_OFF & CPD_OFF & CP_OFF);

int main()
{
    TRISB = 0; // PORTB is output

    while(1)
    {
        /* all leds on PORTB is on */
        PORTB = 0xff;

        /* wait for a second */
        __delay_ms(1000);

        /* all leds on PORTB is off */
        PORTB = 0;

        /* wait for a second */
        __delay_ms(1000);
    }
}

I solved the problem with the help of @rohat-kılıç.

It seems that some of my LED's were broken. I set the external clock frequency to high speed (HS). This is the updated code.

#include <pic.h>

#ifndef _XTAL_FREQ
// The clock frequency is 16 Mhz
#define _XTAL_FREQ 16000000
#endif

__CONFIG (FOSC_HS & WDTE_OFF & LVP_OFF & CPD_OFF & CP_OFF);

int main()
{
    TRISB = 0; // PORTB is output

    while(1)
    {
        /* RB5 PORTB6 is on */
        PORTB = 0x20;  // b0010 0000

        /* wait for a second */
        __delay_ms(1000);

        /* all leds on PORTB is off */
        PORTB = 0;

        /* wait for a second */
        __delay_ms(1000);
    }
}