Pond fish like koi and goldfish are hardy and can survive winters as cold as 32°Fahrenheit. For them to stay in the pond during winter it needs to be at least 2 feet deep with proper aeration. You can shut off the pumps and remove the filters as long as you use a de-icer, pond aerator, and have the pond set up properly.
It's important to keep your pond from being completely covered in ice. Even a thin layer of ice atop the surface can trap harmful gases within and prevent oxygen from reaching your fish. Keep a hole open in the ice all through the winter. If you see fish congregating by the hole, they're not getting enough oxygen, and more holes should be added.