NO NO NO! ATF in your fuel filter is a very old trick used back in the 50's-60's. Yes since the fuel was so bad back then it had some cleaning properties, but not really a good idea. Will it hurt your engine? No. Is it needed? No. You could also fill up your filter with motor oil or any other viscous petroleum and it will do about the same thing.

I use to work for Cummins and some of the old timers would do it, but it serves no useful purpose. Just fill it with nice clean diesel fuel and use products designed to be run through the IP but not ATF.

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1981 300D 147k
1998 VW Jetta Tdi 320k
2001 Dodge Ram 2500 141k
1979 300D 234k (sold)
1984 300D "Astor" 262k(sold)
Mercedes How-To and Repair Pictorials
I love the smell of diesel smoke in my hair