Hi Roman,
yes, I think worths trying and I will tell you why. Imagine you are on H1 trading and all indicators shows you that you are fine to go long. If during this hour something happens with the price and it reverses, it will take couple f hours(minimum 1 to show you the change. This might be crucial and have the loss.
Now, if you have the filters on the smaller time frames, they will tell you that the lower time frames(which are closer to the current moment) are not ready to go with the direction of the longer time frames.
As you know the indicator are lagging, so you can keep the logic that you have on the H1 and longer time frames but just filter them a bit more on the lower time frames.
Have a great weekend!