The news filter should disable the main autotrading, so no new positions are opened, and I think also running positions are not closed and managed anymore by the EA until the main autotrading go back to on, so news filter on this type of EA is useless.
You should be lucky to not have any running positions before news so news filter disable opening new positions but this EA has always running positions
The most successful trading method is to look for breakouts and place orders right after the news. Stop loss should be tight and Take profit should be much larger. Trading right after the news also helps in avoiding high spreads and slippage, not to mention that you can have more chances in spotting the right direction of the trend by mixing the news outcome with technical analysis skills.