How long did your LFS have it there? did you ask? i always ask....
and also... was he eating at the LFS? if he was eating.. ask them what they had been feeding it.
its rare having a sailfin with an eating problem....
sailfins are pigs.. will eat anything.... even their own waste
Jesse asks very good questions.
As the other poster noted, try some frozen mysis or brine. If he does not take to frozen, you may need some live brine for the first few days until he gets acclimated to your tank.
clip julien sprung's purple algae to you clip feeder, soak it in garlic guard by seachem , place it half way down the tank off to one side not in "traffic", assuming it's a juvie tang and see what happens. SWF sells them if not a good local fish store should.!