Sometimes in talking to a pond owner who’s kept their water feature open all winter, it comes as a surprise to them that algae can grow, even in the coldest conditions.
As I always do, if they ask how it should be treated, I suggest using a good quality pond bacteria, and one that is specifically designed for cold water, and see if that helps the cause of cleansing. Sometimes it does, but you can be sure that any warm water bacteria will not.
The normal tools, like your biofilter will simply not be operating normally in cold weather so other than perhaps filtering physical debris, it’s not going to do much for the water quality as it would in the warmer months. Many people may simply decide to bypass the filter or shut the flow of water down altogether, and that’s fine.
Keep in mind, it’s not that the cold weather kills off these good microbes, it’s just that they go dormant.
So the question comes up, “do I really need to add any bacteria over the winter?”
And the answer is not necessarily. Of course, keep an eye on ammonia levels and such, but many things slow down, including fish metabolisms, and they may not create much waste, and hence, algae may not have enough to feed on. Many species of algae won’t do well in cold water or in the limited hours of light in the winter too.
So unless you have a problem with algae that you want to try and correct, or you find ammonia or other water quality issues coming up, I probably wouldn’t worry too much about it. Wait until spring, and take the bit of carry over you’ll get from any fall treatments and see how things go. At some point you may want to start supplementing again before any algae shows up in the spring, but beyond that, if it ain’t broke, don’t fix it.