Your system is just barely marginal in backtesting. In reality a professional wouldn't give you a penny for it. Why would someone want to take on a multiday hold for a possible payoff of only 1-2 percent per trade? There are many equity strategies available that are much more profitable. I would say that if your system isn't returning at least 3% net per trade in backtesting, with an average hold time of 3-5 days, then you need to toss it and start over. Because anything less than that isn't worth the risk of tying up capital.
I agree, i should have given more realistic example. But my question was not about a strategy but about the mechanics - how it (the sell) can be accomplished at all??? here is something about a strategy now It was back tested for 1998-2002 years only for S&P500 stocks. Average Profit Percent: 5.7% Average Holding Period: 2 weeks Average Win/Loss ratio 2.1/1 Profitable months â 9-11 Average positions/year â 450 Average profit of winning trades: 15.1% Average lost of loosing trades: -14.0% Picture shows one year random test run based on 300 and 450 trades a year, 1000$ bets with 10.000$ initial capital