Order execution

#1
Hey guys,
I have started day trading recently. One of the problems that I am currrently facing is order execution. I want to execute limit orders only, but I simply dont get proper order fill or a no fill. Then I miss a huge move without my order getting filled. for e.g today I did not get a fill for 500 shares of bpcl at 384. I dont want to miss good moves. Is anybody having success with limit order execution for large orders in day trading. Please tell me how to solve this problem.

Thanks