There isn't a filter for this at this -- showing your own activity is generally a standard thing in news feeds in various other places. (Though we've had a bit of feedback about this, so we may consider changing it.)
But it seems this has changed for xf2, in xf1 your own posts were not there, so some people are now finding after the upgrade trheir news feed is cluttered with their own posts that are not necessary because (presumably) you know when you have posted, it's not really "news"