A sentence that gives a command would be "Stop!" This type of sentence is known as an imperative sentence.
The imperative command can be made forceful with the use of an exclamation mark, or the mark can be left out and the word "please" added to make it a softer command. Imperative commands are not usually acceptable for academic writing, however. Imperative voice is usually acceptable in some circumstances, such as the following sentence: "Consider the following evidence."
In informal writing, imperative commands are commonly used, but they should be limited, otherwise they start to lose impact. It's difficult to show that a character is shouting if imperatives and exclamation marks are routinely used.