can I vacuum pool on filter instead of waste??

It doesn't take much dead algae or other detritis to cause you to have to backwash your sand filter. That will put some water down the drain, but if it's less than what you'd loose by vacuuming to waste, I don't think there's anything wrong with it.
 
I don't have a waste option, so I always vacuum on filter. And I have one of those easy-clog DE filters.

If you're talking about mountains of debris that would fill a wheelbarrow, use waste. If the pool is so green you can't even see what you're vacuuming, use waste. If it's just what would be a few handfuls, filter it out. Less water wasted on a backwash than on vacuuming to waste. That means less rebalancing. Unless the chemistry is messed up and you need to replace some water. Then use waste.
 
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