An army (or navy) always has two choices when teaching their officers how to obey orders. It can emphasize the importance of always obeying orders to the letter, on the generally sound assumption that the superior is more likely to have a good overview of the general situation than the subordinate, so that cases where a subordinate may be better able to judge if the order is appropriate for the situation at hand, or not, are very rare, and also on behalf of the general idea that an army works best when superiors can count on their orders being obeyed.
Or it can emphasize the need for superiors to communicate their intentions to their subordinates in a way that will enable the latter to judge the local situation they are facing in the light of these general intentions and decide which course of actions serves these intentions best. This calls for directives being given by the superiors, rather than orders, and for subordinates being educated in a way that warrants placing such a heavy responsibility on their shoulders.
Generally, the British army is known to have chosen the former course, while the Prusso-German tradition leans heavily towards the latter.
In the British army, therefore, a subordinate who finds himself with an order that makes no sense in the situation he faces will know he has two choices, and four likely outcomes.
1. He obeys the order and succeeds - all is fine.
2. He obeys the order and fails - at least no-one can blame him for anything else than having had no luck.
3. He disobeys the order and succeeds - history may do justice to him, but his superior will still blame him for insubordination, and if this superior himself has failed in his overall conduct of the battle, he will try everything within his means to take his revenge on his insubordinate, but lucky, subordinate.
4. He disobeys the order and fails - that means courtmartial.
Note that of the two possible outcomes for obeying the order, one is very desirable and one about neutral, while neither of the outcomes for disobeying the order is exactly desirable especially on the short run.
This is the penalty armies who place obedience to orders above everything may incur in certain - rare - situations.
There are other traditions of course - both the (imperial) French army and the Prussian army encouraged officers always to march to the sound of the guns, a general principle placed higher than any specific order to the contrary. There is also that famous quote by Prussian Field Marshal Prinz Friedrich Karl, "dear Sir, the King made you a field officer so that you would know when <b>not</b> to obey an order".
Worth a footnote is also the imperial Austrian army - its highest decoration was explicitly dedicated to officers who conducted acts of gallantry <b>without</b> orders - which of course meant not <b>in violation of explicit orders</b> but <b>in absence of such orders</b>, which of course could amount to acting in violation of <b>implicit</b> orders. In the battle of Sadova, 3 July 1866, two Austrian corps commanders moved forward from their assigned positions on Benedek's right flank, most likely in search for some acts of gallantry they could commit <b>without orders</b>, and thus opened a gap in the line through which the Prussian guard charged and decided the battle. Which I think shows that generally obedience to orders is a good thing - had the corps commanders, on the other hand, not been left in the dark by Benedek about his intentions, and his intelligence about the enemy, they might have been able to judge the likely results of their deviation from orders.
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