The Voss Predictive Filter by John Ehlers is a new filter indicator that could help signal cyclical turning points in markets. As described by the author, the filter has a negative group delay and while an indicator based on it cannot actually see into the future, it may provide the trader with signals in advance of other indicators.

//PRC_Voss Predictive Filter (VPF) | indicator
//14.10.2019
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

// --- settings 
Period=20
Predict=3
Bandwidth=0.25
// --- end of settings 

if barindex>Period then
 Order = 3*Predict
 F1 = Cos(360 / Period)
 G1 = Cos(Bandwidth*360 / Period)
 S1 = 1 / G1 - Sqrt( 1 / (G1*G1) - 1)

 //Band Limit the input data with a wide band BandPass Filter
 Filt = .5*(1 - S1)*(Close - Close[2]) + F1*(1 + S1)*Filt[1] - S1*Filt[2]
 If barindex <= 5 Then
  Filt = 0
 endif
 //Compute Voss predictor
 SumC = 0
 For count = 0 to Order - 1 do
  SumC = SumC + ((count + 1) / Order)*Voss[Order - count]
 next

 Voss = ((3 + Order) / 2)*Filt - SumC
endif

return Filt coloured(255,0,0),Voss coloured(30,144,255)