Market or Limit Orders?

Limit orders only. And it should be noted that stop orders become market orders when things get fast and hairy. Big crash and a gap, and your stop loss is a market order

Big spike up and a big gap, and your buy stop is a market order.

And the Cosmic Algo Man assures you that, once your stop becomes a market order, you are screwed for the first time..........and the second time when things reverse and go the opposite direction. Leaving you used and abused and out (of the action, and your money).

Limit Order most of the time.