SYMPTOM:
When users execute a script which creates a filter using Strategy Command Manager, the "Searching for '' resulted in no matches." error message appears. In the example screen shot below, the following script was used to obtain this error:
CREATE FILTER "West Region" IN FOLDER "\Public Objects\Filters" EXPRESSION "Customer City@ID=1" ON PROJECT "Strategy Tutorial";

Searching for '' resulted in no matches. Task(s) execution completed with errors.
CREATE FILTER "West Region" IN FOLDER "\Public Objects\Filters" EXPRESSION "[Customer City]@ID=1" ON PROJECT "Strategy Tutorial";