When I play saxophone I tend to play pretty quietly. My teacher always tells me to play louder and I do but it's like it’s still not loud enough. He tells me to play with more attack and I don't playing loud enough. I got a new more open mouth piece and he still tells me to play louder. Any tips?
Equipment issues should be eliminated up front. Have you checked your horn? In my experience (decades playing sax), occasionally a horn I encounter has an overly muffled sound, despite anything I do (changing mouthpieces, using harder reeds, etc.) -- for me these have often been vintage altos. Swapping out with another horn for a time -- but using your same mouthpiece -- would rule that out quickly.
Of course, breathing technique is hugely important to this (I started on tenor at age 11; it was almost as large as me at the time, and I had to fill that thing with air): breath from the stomach, not the chest. Lay down, put a heavy book on your stomach, inhale slowly so it rises on your stomach, then exhale slowly maintaining a steady column of air while supporting the book's weight continually. That's the air support the sax needs. Aim first for a full sound, not breaking or wavering; with a steady column of air hitting the reed at all times, and then you can vary that to loud or soft in your practicing.
Play long tones breathing from your stomach and gradually crescendoing and de-crescendoing for as long as you can stand it. Listening to and trying to emulate pro sax players' recordings helps immensely too; two of my favorites growing up were Grover Washington Jr. and Sonny Rollins, both of whom had huge sounds but could who could play softly and delicately too when needed.
I also practice with the bell directly facing a wall so I can better hear myself and what I sound like at my loudest and softest.
It might be helpful after band practice to sit with the band director and ask if he will hear you play a few passages at what you consider "loud" volume and have him tell you if that is loud in his opinion. You are calibrating your idea of "loud" with his.
And sometimes, it's not that you are playing too softly; it's that someone else is playing too loudly. Is there someone else playing too loudly nearby in your opinion, considering the piece and the passage being played? If so, stick up for your musicality and talk about that with your director.