When we bought the Roku it played just fine the day out of the box. I have an HDMI cord going across the ceiling from the projector to an HDMI splitter with sound av cords going to our sound system but on day two. the projector sometimes gives off no signal so I unplugged and replugged. I turn the projector off and then on we see the Roku menu for under a min then goes to black. Was the same thing with the tv channel after the Roku install had to unplug the antenna video cord out of the projector and replug it back in was able to get the video back for that but was still unable to bring the video back for the roku. Not sure what else to try please Help.
Your Roku device may have a setting for "power saving" under Settings->System->Power. If so, try disabling it.