MM's leap-frogging your buy/sell order in pennies

[lovemoney]

One of the things frustrating about trading pennies is when the price runs up, I put in a sell limit order and it sits there all day while the price slowly creeps back down out of range. Missed selling opportunity because they wouldn't take my order.

Anyone know any tricks to get your order to go through without the MM's skipping over it or is it just luck in getting it through? I know pennies aren't regulated etc but that just doesn't seem right, lol.

I've also tried putting in my limit order just below the ask but doesn't seem to help. Does breaking your order up into smaller batches help? Problem with that is you'd be paying more commissions though.

Any advice or insight?

[lovemoney]

Also, if you set your sell limit at below the current ask, are the MM's 'required' to fill your order as the ask drifts downward on a penny stock or sub-penny, similar to a stop loss? Or can they skip right over it? And is there any difference in doing it that way with a limit order vs a stop loss?