How can i set a rule to sell the stock after 5 trading days no matter what?

	self.Schedule.On(self..DateRules.On(self.StartDate.year,
                                             self.StartDate.month, self.StartDate.day+5),
                 self.TimeRules.At(0, 0),
                 self.LiquidateOnEnd)
                 
 def LiquidateOnEnd(self):
        self.Liquidate()
        self.Debug("liquidated on the last day")

I think if you set up the schedule as above in Initialize, then a separate function to liquidate it should work

Hi Enjolras 

If you're referring to on security's basis, you might add a daily counter to count the number of days of the security being held:

def Initialize(self):
    self.counter = {}
    
def OnEndOfDay(self, symbol):
    if self.Portfolio[symbol].Invested:
        # for newly opened position
        if symbol not in self.counter:
            self.counter[symbol] = -1	# or 0 if you also count the day of opening position
        # add one day in counter
        self.counter[symbol] += 1
        
        # close position after holding 5 days
        if self.counter[symbol] == 5:
            self.Liquidate(symbol)
            del self.counter[symbol]    # remove from counter

You can also add logic to remove the security from counter if any early close logic was employed:

def OnEndOfDay(self, symbol):
    if not self.Portfolio[symbol].Invested and symbol in self.counter:
        del self.counter[symbol]

Best
Louis