Though Marie makes lucid and convincing arguments for getting the algae out first, it seems better to address the metal first. The swim season isn't close, at least here in Ct., and once the metal is out of the pool, it's only a matter of days to kill that persnickity algae. I'd also wait to add the cya until the big backwashings (from metal removal and algae destruction) are finnished.
As a side question - why not put a powerful magnet in the skimmer to remove iron? Wrap it in plastic, so it won't rust, and let it pick up the iron ions.(OK, maybe they aren't ions, but I couldn't resist the alliteration )
Finding out where the iron is comming from, though, sounds like the best first course of action. If it's the water supply, and you can feasably do it, drain the pool and truck in non-iron water. If you can get all the metal out, you've all but won the battle, just a little high cl for a week and pinky's gone. An added bonus is that you can start fresh, chemically, and get all your numbers where you want them.