This can be a very frustrating problem for many Qlik users.
I have a list of the days of the week, but as you can see they are not in order. Unfortunately, sorting them alphabetically will not help your situation either. The solution is to Sort by Expression
Go into to edit mode and click on the object in question (in this case a Filter). Now click on Sorting in the right side bar and unclick Auto Sorting
Uncheck Sort numerically and Sort alphabetically, and check Sort by expression
Click on the Expression box and the formula window opens.
The formula we are going to use is the Match() formula:
Syntax: match(field, condition 1, condition 2, etc)
Hit apply and check your Filter box.