hard · Order Flow Analysis

What is the primary risk of using 'Market Orders' during an absorption breakout in a high-latency retail environment?

1. The initial 1--3 ticks of the move may be gone, resulting in poor risk-to-reward as you 'chase' the breakout.
2. Using market orders signals to HFTs that you are a retail trader, leading to 'quote stuffing' against you.
3. They do not appear in the footprint chart, making trade journaling impossible.
4. Market orders are often rejected by the exchange's matching engine during high-volume events.

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