Using daily bars, I want to simulate running a script somewhere shortly after the market open, so the open price is the last thing the script processes and then it enters/exits near this price as well (With much more slippage).

Fill = 3 lets me delay entries until the next price quote but if using this method the script would have to assume the next day's open is equal to the previous close but it trades stocks where gaps can be huge between the last close and the current open.

Is there any way to do this?