Hall of Fame Beverages, Inc (HFBG)

[87wrangler]

I've got a question for the traders here. I have seen posts here and on other sites about buying shares at the bid. I figured I would give it a try, so this week I kept a small buy order [20,000 shares] at the bid, moved it when ever the bid changed. well, after 5 days, no fill. any one have an idea why? could it be the trades people talk about were actually a down tick on the ask? or was it on days after a run when the MM had shares they bought cheaper? just trying to figure out why some say they do it but I can't.
I trade thru E trade if that means anything.