I have found with a battery powered auto darkening helmet we have, if the arc is not bright enough it will turn on & off causing some discomfort.

Does your welding shield have any adjustments? Make sure the sensors aren't smoked up or something blocking the light from the arc to the sensor. I have the Jackson Executive and it has delay and sensitivity adjustmets to help with different situations like working outside vs inside or using different welding processes. I have a few guys here in the shop that bought welding shields (of a cheaper variety) and seem to have problems, light leaks in around the lenses and all sorts of problems. Mine has the same batteries in it since I changed them last year(I change them every year whether it needs it or not).
If it doesn't work as advertised, take it back.
John Wright