A trojan informs the HFT of your order before you place it; it is thus front-running. Flash orders can't know your order before you place it - they just flash it to HFTs who fulfill it faster. The losers here are the slower market makers, not the retail trader.

Equating flash orders and front-running does not make sense as the HFT doesn't know of the order before it is placed vis-à-vis the retail trader. The HFT appears to have prevoyance vis-à-vis slower market makers, which is why they are the ones complaining about high frequency market makers. It's actually quite analogous to Hollywood complaining about Netflix, which is why it confuses me that HN participants find technology in the capital markets so anathema.