Bama is right about phosphates.
jbizzle is right about testing. You definitely want to get your own good test kit (for better results and more convenience)
Without knowing your pool levels it can be a little tough to figure out what might be happening with the chemistry in the water. In your situation this is what I would do based off the information you have given:
The first thing you will want to do is to check your ph level. Being that you have been shocking your pool I would assume that you probably have a high pH level. If this is true, I would lower your pH level to 7.2 range, this will help make the chlorine more effective.
I also believe in using an algaecide, it enhances the chlorine (completely optional though..I suspect most TFP members will say it's not needed).
You want to make sure that you are running the pump 24/7, checking your chlorine level every day and brushing down the surface.
When having an algae bloom (if it is severe) I take out the filter element or put the sand/DE on bypass temporarily till the algae is dead, I do this so there is no restriction of flow while the chemicals are mixing and sanitizing the pool.
Once the algae is dead and the pool is cloudy instead of green/yellow/black I put my filters back in. I am not sure if you have a main drain on your AG pool but if so, you are going to want to pull as much water from the main drain as possible verses the skimmers.
Last step is a little bit of clarifier (optional). Once you clear it up, clean your filter and return to normal operation.
You can skip the algaecide and clarifier if you want to but, in my experience it slows the turnaround time.