During the winter our pond filters are still working to remove the waste material that builds up in our pond's, the good bacteria that keeps our pond's and fish healthy do slow down however they do not completely die off so the filter should always remain functioning even if only running at half capacity using a ball valve or slide valve to reduce the flow. The good bacteria that remains in our filters are what is needed come spring to kick start the pond back in to life and slowly build up to a fully functioning system. If we turn our filters off completely then every year we would encounter what is known as new pond syndrome which genrally causes problems with water quality and fish health. A popular product in the USA is cold water bacteria which can be added to the pond on a periodical basis however this needs the filter to develop the bacteria to handle the waste material. So the answer is no you should not turn your filter off. Many people have said to us it saves us money to turn the system off, when theoretically it tends to cost more in the long term with treatments and possibly lost fish come spring when new pond syndrome develops. It is even more important to keep your pond filters running if you keep sturgeon because sturgeon thrive at the lowest of temperatures. They actively feed and grow which in turn makes them produce waste, the filter is required to remove this waste and keep your fish and pond healthy.
