For entries I use either a limit or a stop limit order (not a stop market order). For worst case exits a stop market ... for trailing stops a stop limit.
i agree is shouldn't fill that far outside of the prevailing market but keep in mind this is a PAPER trader simulator. It is not perfect. I believe the issue was forwarded to programming. I hope you can understand that since does not occur or involve real trading, it may not receive the highest priority on the programming side. In the meantime, I suggest you use limit or stop limit orders in your simulations.