If you leave your waterfall running be sure and check it from time to time. My parents left theirs running all winter, and it iced up and the water was channeled out the side draining the pond half way down. You don't have to have anything running, you just have to make sure you keep the pond from freezing completely over so you will have proper gas exchange. I have read of people simply floating a basketball in their pond to someone using a big plastic tote, and putting a heat lamp inside melting the surface of the pond. There are many ways to get a good result you just need to pick one that works for you.