Profiles have gained a link after the "Next 50" and "Previous 50" links. It's "Add Filter". Clicking this will add this person to the list of people whose posts you don't want to see in Batch View on boards. If you don't see that link, they're already on your list.
Also, I should point out that the "Disable" or "Enable" filtering link on the My Filters page only makes the system ignore filters. It doesn't erase your filters.
This way you can set up a bunch of filters (there will be many more) during the trading day if you like, then simply turn them off at the end of the day. If you want to enable them again later, just go to My Filters and hit the "Enable Filters" link and all your previously-entered filters will be used.
You don't have to have Filtering enabled prior to making changes to your filters. These are two completely separate functions.
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