Algae are tough. There are thousands of species of algae and many can thrive with a handful of nutrients and a small amount of light, even in the freezing temperatures of your pond.
The key ingredients for algae to grow are food and light.
Food comes from decomposing organics in the pond which produce phosphorous and nitrogen that the algae feed on. In warmer times, natural bacteria break down these nutrients thus cutting the food supply for the algae. In the cooler months of winter, the same bacteria go dormant and the algae can often thrive. Winter bacteria additives can be one method of regulating this winter bloom.
Sunlight penetrating the pond through an open area in the pond or through clear ice can be enough for photosynthesis. Without plant cover, leaves on surrounding trees or a heavy snow it is difficult to block light to you pond. If you’re really intent on slowing or stopping the algae some pond dye is one solution.
Winter algae is not all bad, actually it can be very beneficial to the metabolism of the winter ecosystem. Algae help to filter water and provide food. In addition when photosynthesis takes place oxygen is given off, that is available for fish and other aquatic life to breathe.