and welcome to the NGA forums!
How long have you had the swimming pool? From you pictures, it looks like naturally forming algae which will (and should) occur on all underwater surfaces in any natural swimming pool or natural pond as it becomes established. The waterfall adds oxygen and the UV Light will help take care of the floating algae, but not surface growing algae. Actually, with the right amount of surface algae, the UV Light isn't really needed. Other than the algae you cleaned off the rocks, is the water clear? The algae produces oxygen, good bacteria that keep bad bacteria in check, and if your water is clear, it is doing it's job. If you are going to have a natural swimming pool, algae is part of the deal. In "regular" swimming pools, folks use all kinds of chemicals to kill off these beneficial micro organisms so they have "pristine" looking water and surfaces. Then they call the water "clean".