Redirect outside WP after Login - wordpress

Question

I have http://mysite.com/admin.php
There I check wether the user is admin or not.
In second case I send the user to the wp-login page like this:
blog.mysite.com/wp-login.php?redirect_to=http%3A%2F%2Fmysite.com/admin.php
I expect redirect back for admin.php but wordpress always send me to wp-admin control panel.
I have researched.
When the dest. host is not in filter
allowed_redirect_hosts
WP just redirect the user to wp-admin.
How can I add more hosts to the filter?
If I put this example from the WP Codex on functions.php it stops working.
(http://codex.wordpress.org/Plugin_API/Filter_Reference/allowed_redirect_hosts)
add_filter( 'allowed_redirect_hosts' , 'my_allowed_redirect_hosts' , 10 );
function my_allowed_redirect_hosts($content){
$content[] = 'blog.example.com';
$content[] = 'codex.example.com';
// wrong: $content[] = 'http://codex.example.com';
return $content;
}

Answer 1

Add the following in your functions.php:
function my_allowed_redirect_hosts($allowed_host) {
$allowed_host[] = 'anothersite.com';
$allowed_host[] = 'www.someotherwebsite.com';
return $allowed_host;
}
add_filter('allowed_redirect_hosts','my_allowed_redirect_hosts');
Replace anothersite.com and add new values accordingly.
If you're trying to redirect users in a normal page, you can make use of Wordpress's wp_redirect() function:
<?php
wp_redirect( $location, $status );
exit;
?>
Documentation: wp_redirect()
Hope this helps!

Answer 2

Finally it works!
What I was doing wrong is putting the code in the WP functions.php file, and not in my custom theme functions.php file.
Thanks all!