A stop limit order would'nt affect the price because it's still the same amount of shares traded. On the other hand a market order with the same amount of shares as a stop limit, puts the trader at the mercy of a possibly corupt market maker. In other words in thinly traded stocks, placing market orders is just asking to get raped on the fill ( which is probably what happened ). I would highly recomend only using limit orders when trading this stock unless our average daily volume reaches millions of shares a day....which I can't see happening any time soon... if ever...Actually after thinking about this....your right a stop loss turns into a market order.....so just place your sell orders as limit orders....not stop limits....