You seem to indicate that you're only opening one tank at a time. Both tanks should be open and the switch, with the arrow, should be turned to the tank you want to use. When that tank is completely empty, the dual stage auto-change over valve should then switch automatically change to the full tank and indicate "red". At that time, turn the valve (with the arrow) to the full tank and you can pull the empty tank, without turning off the propane from the other tank, and fill it. If you're following this procedure and it's still not working you may need to replace it.