Market manipulation

Market manipulation is the phase of a move where price makes a sharp counter-trend run to take liquidity and lure participants into the opposite direction before continuing the main trend. In the AMD model it is the middle phase between accumulation and distribution: it looks like a break of structure on the surface, but the direction does not actually change.

A typical example: in an uptrend price breaks the nearest structural low, creates the impression the trend is broken, runs sellers' stops, then reverses and continues higher. To separate manipulation from a genuine change of character, the method relies on three arguments: inversion of the opposing imbalance, a V-shaped reclaim of more than 30% of the impulse, and a higher-timeframe liquidity grab inside the zone of interest. When all three are present at once, the move is read as manipulation.

Accounting for manipulation is what sets this approach apart from a linear reading of structure: the Trade Model indicator maps ranges and structure to help you see where the nearest extreme may be inducement (IDM) rather than a true pivot. That reduces the cases where an ordinary manipulation run is mistaken for a trend change.