hi daisy, there was a lot of talk about this a while back- everyone seems to have same prob to dif degrees. best advice seems to be a bit less water - esp on foliage. don't worry about it too much, tho it could also be a dif problem.
mine have covered a wall and still climbing (3 meters!) and i too have the yellow leave syndrome tho at the top the foliage (new) is quite healthy green looking. someone here on GW said it can take 120 days to bloom so am counting and hoping!good luck!
dory
here is a link which might be useful.

http://www.bachmans.com/retail/tipsheets/Annuals/morningglories.cfm