Is the order of my filters set up in the filter list important?

Yes, it is important because when the filters are invoked, each message is matched against each filter in order from top to bottom. If the message meets a filter's criteria, the specified action is done, and the filter process ends without matching subsequent filters (if any).

Therefore, normally your whitelist filters should be placed at the top of the filter list so that messages met your whilelist filters' criteria will be accepted without filtering by your blacklist or spam auto-filtering filters, thus minimizing the chance of mis-filtering your needed email as junk/spam mail.

In some situations however you may need to place a whitelist filter after a blacklist filter. Following is an example:

  1. You have many friends with email accounts in the domain "myfriends.com" so you might have set up a Whilelist filter to accept any email if the sender address contains "myfriends.com" (or wildcard matched with *@myfriends.com);
  2. Later you found that "someone" in that domain sent you many email but you don't known that guy at all, then you set up a Blacklist filter to filter any email when the sender address is "someone@myfriends.com".

If you put the above blacklist filter after (below) the whilelist filter, email sent from "someone@myfriends.com" will still be delivered to your mailbox because the message meets the criteria of your whilelist filter first. Therefore, in such case you should move this particular blacklist filter up to the top of the whilelist one.

General speaking, filters with more specific phrase specified should be placed prior to those filters with less specific phrase.

The Spam auto-filtering filter, once set up, will always be placed at the bottom of your filter list by the system automatically.

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