Replace piston?
When you say it has no compression, what method are you using to determine this?
Are you using a compression gauge?
Are you turning the flywheel over and feeling for resistance with the glow plug in?
Are you turning the flywheel over with the glow plug out?
Are you turning the flywheel and listening to the exhaust port for blow by (hissing sound of air escaping the combustion chamber?
If you have no compression, it shouldn't want to idle when at operating temperatures.