Order is a special command featured in Fire Emblem: Path of Radiance and Fire Emblem: Radiant Dawn. It allows you to set a certain strategy that, when ending your turn, all unmoved Player Units will follow. It can only be used by the leader of the player's army. It is comparable to the Direct command.
This command is rather impractical, as you'll generally want to move your units yourself, and if you do choose an Order other than halt, you'll have to issue the Wait command to every unit you want to remain stationary.
Both games feature the same four sub-commands of Order: Rally, Halt, Avoid and Target.
Ordering your units to rally means they'll gather around your army's leader.
Ordering your units to halt means they will not move. This is the default Order.
Order your units to avoid to have them stay out of enemies' attack range as much as possible. This is the only Order that differs between the two games; in Path of Radiance, your units will move into a corner as far from the enemy as possible, while in Radiant Dawn, they will move as close to enemy lines as possible while still staying out of their attack range.
When selecting this Order, you will be prompted to mark one tile on the map. Your units will move towards the selected tile.