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Stop-market orders, which turn into a market order when the stop is breached, are obsolete. Worst case one should set a stop-limit order, which "becomes a limit order that will be executed at a specified price (or better)" when the stop is triggered. "The benefit of a stop-limit order is that the investor can control the price at which the order can be executed" [1].

Your asset manager should know this and broker advise you of it. Then again, I don't think retail traders should have such unrestricted, unsupervised access to the exchanges.

[1] http://www.sec.gov/answers/stoplim.htm



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