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I have a 2001 Honda odyssey with an automatic transmission and I see that it has D4, D3, 2 and 1 gears, what i want to know is if i could treat it like a manual transmission and start with gear 1 and switch all the way to D4 and not harm the engine?

 
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You could do that but you will more than likley damage the engine, and you do that long enough you will damage your transmission. Those gear are set up like that in case there is a situation where you need a little more a power and need to keep the tranny from shifting as much.

 
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You could. The major difference between manual and automatic is that with manual transmission, the torque is transmitted through pads (similar to brake pads). With automatic transmissions, the energy transfer is through the transmission fluid (like two fans facing one another). You could manually go from one "gear" to another with an automatic transmission. But there is no point to it.You can manually fix the car to one gear for braking or climbing purposes. Say you are going down a very high mountain. You don't want to wear out the brakes so you set the car in 3rd gear. This means that your car would most likely not exceed 45 mph, the potential energy of your car is converted to heat instead of kinetic energy (car going faster). The heat is then dissipated through your radiator.Same with climbing. Say your car is struggling to get up a mountain or hill. You can spare your engine, avoid the risk of cracking a cylinder, by going to a lower gear and reving the engine at a high RPM. Your engine turns faster but there is less strain on the engine. (Similar to bicycles. When climbing a hill, you switch to a lower gear. Your feet go round and round faster but it is easier. You climb slower but it is overall easier).