If i have pool frog chemical system do i still need to add shock directly to pool?
Yes, occassional shocking is important for these and other similar systems to make sure proper oxidation is occuring and to prevent build-up of combined chlorine causing odor and irritation and/or cloudy, dull water. Also since low levels of chlorine are being dispensed fromt he Frog system, this chlorine can be used up in a heavy demand situation (pool party, heavy rain, etc.). You might consider shocking after these events as well.
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