Yes, if the sand in the "sand filter" is dirty. Clean water from the pool passes over the dirty sand bed in the filter thus reducing the amount of chlorine in the water. If it is sand from the beach or surrounding landscape - the answer is also yes because it is adding contaminants to the pool water. Anything that comes in contact with the water reduces sanitizer levels including the sun, wind, humans, pets, ducks, dust, pollen, cosmetics, under arm deodorants and on and on.
Ken
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You should use one of the three EPA approved sanitizers. They are chlorine, bromine, and biguanide/peroxide. Chlorine had the fewest negatives and can be stabilized against loss from sunlight so it is the best choice for an outdoor pool. The type of filter used is really immaterial since this applies equally to sand, cartridge, and DE filters.
You don't . You chlorinate the pool with chlorine . You filter the water with a sand filter.