Sometimes, stopping is the right thing to do.
A friend of mine fell playing hockey and landed on his hands, bending both his little fingers back. He was in a lot of pain, but he carried on. Then the next day he had carpet fitters round at his house and he had to move all the furniture. Then the following day (Monday), he came to work and his hands were black from all the bruising. We all told him to go to the hospital, where he found out he'd broken the outer 2 knuckles on each hand. We couldn't believe he didn't realise they were that bad!
(I'm not suggesting your ankle's that bad!)