      When using a buy (sell) stop order, it becomes a market order onlyafter a trade at or above (below) that price takes place. Therefore, if astock runs against you, the price that you get filled at may be lessdesirable than the stop price. If you use a buy (sell) stop limit order, itbecomes a marketable limit order only after a trade at or above (below)that price takes place. Therefore, the market may run through your pricewithout giving you a fill. If you use a limit order on an ECN like Island,the market may run through your price without giving you a fill. If thishappens, you will be stuck at a higher price, and the market may continueagainst your position. Therefore, even limit and stop limit orders are byno means total insurance against sizeable losses.