We have obtained photometry of stars in NGC 2264 with several combinations of H$alpha$ filters and continuum filters. The main purpose of these observations was to determine the best filter combination for selecting low ma!,s member stars in their Pre-Main Sequence (PMS) stage using H$alpha$ photometry. A narrow band H$alpha$ filter (${Delta}{lambda}$ = $l0{AA}$) with any combination of continuum filters showed the highest resolution in the H$alpha$ photometry.