Three things to check:

1) Make sure your SWG is on! (Sounds stupid, but mine was somehow switched off for several days before I discovered the "cause" of my missing CL). Also, make sure you have your output set high until you are sure you are generating.

2) Check your salt level. It needs to be within (and preferably on the high side) the range specified by your SWG.

3) Get your CYA up to whatever the SWG recommends. This is really critical, especially with your situation, the sun is going to eat up your CL long before you have a chance to get it built up if you don't get your CYA into the range of 60 to 80 recommended by most SWG manufacturers.

Covering the pool, especially during daylight, may help as well.