Nope it doesn't mean your cycle is over. Your cycle is over when your water parameters are testing ammonia = 0, nitrite = 0. You can get algae while your tank is cycling. For the slimy, stringy stuff, you can suck it off using a turkey baster. For diatoms, there's nothing you can do. Once your tank is done cycling, adding a cleaner crew will help, but it won't eliminate it. It's just one of those things you have to be patient and wait through.