I bought a MP2307 DC-DC converver from eBay. I would like to filter the output, but its has a problem
The data sheet says: -


  Compensation Node. COMP is used to compensate the regulation control
  loop. Connect a series RC network from COMP to GND. In some cases, an
  additional capacitor from COMP to GND is required. See Compensation
  Components.


It also says: -


  The system has two poles of importance. One is due to the compensation
  capacitor (C3) and the output resistor of the error amplifier, and the
  other is due to the output capacitor and the load resistor


And...


  The system may have another zero of importance, if the output
  capacitor has a large capacitance and/or a high ESR value.


And...


  Determine if the second compensation capacitor (C6) is required. It is
  required if the ESR zero of the output capacitor is located at less
  than half of the switching frequency


The bottom line is that you probably need to add a further capacitor shown as C8 in your circuit (referred to as C6 in the data sheet). Read the data sheet and note the circuit contained below: -



Your schematic shows more output capacitance than the one above. Also note that using a ferrite bead of the type indicated will not be of any use for controlling the ripple voltages. You should try using an inductor instead.