I had exactly the same problem with my first syphon. When I had a bad water problem I was desperate to do a big water change and I had to start the thing off by putting the tube in my mouth, yuk! I didn't get any in my mouth but the smell came down the tube and I could taste it. I then bought a new syphon and it does actually self-start. I got it from Aquatics online It's called the Hydro Clean Junior 2. It cost £8.15 in January this year. The part that goes in the water is yellow. My tank is 20 UK gals. I expect people with bigger tanks would need something different but I find it very good.
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