medium · Order Flow Analysis market-mechanics-execution
What is the primary risk of using 'market orders' during a breakout after a long period of absorption?
- Market orders do not appear in the cumulative delta calculation.
- The exchange may reject the order if the delta is too high.
- Market orders are filled after limit orders at the same price.
- Latency and slippage may lead to entry at the worst possible price as the book thins.
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