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If there is an immediate threat then you just shoot and move, if possible. If the threat is a bit more theoretical, then you would yell stop! stay away! I'll shoot! get away! or variations of such. Anything to let both the assailant and passersby that you are feeling threatened and will react. It's a good idea to yell to have witnesses calling the police but to avoid the confusion of people thinking you are saying you're police yell 911! instead of "call the police!" Since your goal should be to protect life first and foremost anyway you can end the threat, including getting the heck out of there, should be used. If there is a crime happening that you feel you need to intervene in, deadly assault on another person or a spree shooting, and you feel that letting the actor know you are present and armed would put yourself in additional risk then say nothing and just shoot. I wouldn't risk shooting to stop someone fleeing unless I was in the path of their fleeing and in that case I would only say something if I didn't feel I could legally and morally shoot. A crook running me with a gun out is carrying a shoot me sign as far as I'm concerned regardless of what his motives at that time may be.