Multiple filters are only available for AdWords campaigns, since weather based bidding is available for AdWords campaigns but not for Facebook. The Facebook weather targeting functionality is more rudimentary in the sense that it is a 'play/ pause ads' mechanism that does not include the option to adjust bids based on weather. 

Because your ‘action’ is binary (i.e. either show ads or don’t show ads) you can only ever have one filter.

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