OK, we're arguing two different things. My one and only point is HFTs shut-shop at the slightest sign of risk, leaving you to trade at massive losses - precisel

OK, we're arguing two different things. My one and only point is HFTs shut-shop at the slightest sign of risk, leaving you to trade at massive losses - precisely because there are no HFT like counterparties ready to buy/sell inventory. IIUC Your position seems to be that HFTs amongst themselves can allow for an order execution strategy of breaking up the order into chunks to discount for the price change that occurs when you increase supply of a security while selling it. If that is your position then I withdraw my protest because I agree with it.