Heat treatment?
It's very important to determine why it isn't eating. Stress can come from many sources that might cause them to stop feeding. Are there any symptoms other than not eating? If the fish swims normally, looks normal and acts normal, then it's not likely a bacterial infection or an external parasite. It could have an internal parasite such as a nematode, flagellate or other parasite. It could also be recovering from the stress of transportation or frequent tank changes.
Unless you have a microscope and the knowledge to identify the possible parasites, then the best course of action is a heat treatment. Caution: do not use heat if the fish is bloated, fins are clamped, has a thick slime coat, has ragged fins or red streaks in the body/fins.
Raise the temperature over a period of 24 hrs to 95-96 F. Hold it there for 7-10 days. Make sure aeration is good. When feeding, offer only one bite to each fish. It's very important to not offer more, even if they eat the bite. If they don't eat it within 2 minutes, remove the uneaten food. If you do not, then expect to fail. Food left in water of this temperature will spoil very quickly and will likely turn the fish off to that particular food forever. If the fish does eat the bite, then repeat this procedure every few hours for the next 2 days. After that, slightly increase the amount of food offered each day until it is eating normally. Slowly lower the temperature over the next 24 hours.