If you have an algorithm for your buy/sell signals you should be able to implement it with macros in a spreadsheet and run it against the entire market in an hour or two. As far as a stop is concerned in the type of system where you add on, your stop should be a percentage of your account value, typically 2% to 3%. I would assume you would buy/sell in increments of 50 or 100 shares at at time. You don't need to wait for a loss to implement risk management in such a system.