Trying to understand this correctly:
You're entering Market on Open orders or Limit orders but stock opens below your limit order and you feel you're getting a bad fill price?
I would possibly suggest opening a prop account enter the trades you want then simply buy/sell to yourself from one account to another. When I traded full time, I never had any issues with fills. I always saw the bid and ask pre-market and once the trading started it pretty much began there and moved from there (quite quickly at open). However, it took me just a fraction of a second to enter or exit a trade.
You're entering Market on Open orders or Limit orders but stock opens below your limit order and you feel you're getting a bad fill price?
I would possibly suggest opening a prop account enter the trades you want then simply buy/sell to yourself from one account to another. When I traded full time, I never had any issues with fills. I always saw the bid and ask pre-market and once the trading started it pretty much began there and moved from there (quite quickly at open). However, it took me just a fraction of a second to enter or exit a trade.
I like to meet you in an alley and watch you slowly bleed out