[Order price tolerance.]

I placed an order which was filled a way off the price I had ordered it. I understand there is a level of tolerance for this. Is there anyway I can set this tolerance or difference in order price as it ended up costing me money. 

[Opening orders not placing]

On 30/06/2020 at 14:28, Caseynotes said:

Hi, what price did the market open at today? If the stock is fairly illiquid then it will often open at the same closing price but if price gaped on open then other orders where processes before yours and moved price away from your order past the tolerance level and so your order was not executed.

What is the tolerance level and can it be set? I have lost money as my order opened at a very different  price to what I set.