I've been using market orders exclusively in my trading. I like to trade large numbers of shares, and I know it would be a bad idea to use market orders for thinly traded stocks. So I've just been using market orders for stocks with massive volume (for example, I've been trading CFC 8000 shares at a time). I want to be sure that when I enter or exit a position, that I get executed completely. A market order guarantees that. So what do you guys think of that? Any drawbacks that I'm missing?