IMHO they are all the same.
Every time you apply a condition to a strategy it is a filter. Some conditions can be curve fitted in more than one way so for example with your RSI you can curve fit it with the level it is at or crosses or is below and also curve fit it with the period that you use for the RSI.
High > High[1] can also be fitted several ways. One is by changing the look back period to High > High[2] for example and the other is by changing the thing that you are comparing high to so High > Close[1] etc.
They all have multiple variations that will change the outcome of your strategy. The lower quantity of them that you have the less likely your strategy is to be curve fitted and the more likely it is to be robust and work going forward. There is also the benefit that you have more trades to test on to prove this the lower the number of variables/filters there are.
