How big is your pond? How old is it? How many fish do you have and what kind? What kind of filtration are you using? These are all important factors.
It's somewhat of a myth that exposure to sunlight causes algae. While the sun will make it nice and green, a pond in shade can grow just as much algae as one in full sun. It's also important to remember that a healthy ecosystem pond needs a good amount of algae growth - it's part of the filtration system. Some people expect to see zero algae in their pond - that's just not a great goal when you want healthy fish, plants and water. My pond is in full sun for 6-8 hours a day and has just the right amount of algae growing on the rocks and surfaces to keep the pond healthy.
Having said that, algae OVER growth is a result of too many nutrients in the pond that aren't being consumed by the plants. When you don't have enough growing in your pond, nature provides. The result? Algae. Get more plants in your pond in general - floating or marginals - and you'll find you have less algae as the larger plants effectively cut off the nutrient supply that allows the algae to grow.
The best approach in my mind is to have plants naturalized in the pond - things that will come back year after year that are growing directly in the pond, without pots and without the need to re-buy them year after year. As soon as the weather starts to change, the plants will begin to grow and the pond will remain balanced.
