I would approach this project in the same way as if you were to keep koi carp. both fish are incredibly messy and therefore need very good filtration. I assume that you're living somewhere fairly warm, if not, you're going to need heating all year round, that's not going to be cheap, several hundred £££'s for a good heater. However, there Oscars living in the waterways of Florida that thrive very well. However, you have to remember that these have adapted to the conditions, I don't think that would be a good idea buying an Oscar straight from a shop and plonking it in a pond that isn't very warm.
check this link out, it will give you an idea of the kind of filtration that would work well on a pond.
www.cdaquatics.co.uk/catalog/cold-water-...-media-c-143_77.html