How do I do a heavy knockdown on a ceiling,I have a sprayer but just can't figure out what I am doing wrong,do I need to mix sand in with the joint compound,

Three things to keep in mind. Wetness of the mixture, airpressure, and a clean tip. A wetter mixture will result in a lesser application. Sometimes you might have to play with the air pressure and mixture to get the right result, along with overlapping/multiple sprays of the same area. Then let it set for a couple of minutes and drag with a larger spatula and minimal pressure.