Changing your sand is only appropriate if:
1) It's all gummed up from the other chemicals you added. If so, then, yes, change it.
2) if the algae bloom is deep into the sand itself, the only good solution may be to replace the sand--I gather it can be hard to kill if the sand itself is badly infested.

Otherwise, simply follow the standard algae-clearing plan:
1) keep FC at the recommended shock level for your CYA level. Use bleach or liquid chlorine, only. Keep pH in the 7.3-7.8 range, but try for the lower end (7.3-7.5).
2) Test FC 3x/day and adjust to keep it up.
3) Brush the pool every day to keep algae from bedding into the floor and walls
4) Run your filter 24/7. Clean/backwash everytime the pressure rises.
5) Vacuum TO WASTE everyday.
6) Don't add lots of pool-store junk in hopes of a quick-fix--ain't gonna happen.
7) Have lots and lots of patience and persistence. You are in for a week to 2 weeks of work. Be consistent and it will clear faster
8) AFTER your water is clear, you can add PolyQuat 60% to help keep it from happening again.