🙄 1~5센트 차익으로 점심시간에 단타 수익 내고 있습니다

I am not in the spot market. But people make careers of this sort of thing in futures. This strategy usually results in a higher win rate but a small average win compared to the average loss. The risk is you're 10k shares deep into it and it could go against you a buck or two per in a session easily. One thing you may want to try. If you can get a cent out of it and you're already past your transaction cost, what do you lose from simply placing a stop here and seeing what happens? Versus flattening right away. Also, might be worth exploring other products/markets, so you get filled better and faster than your current block orders. Two tips for sustainability. 1. Try to generate runners in the manner I described above so you can improve your kurtosis. 2. Manage your losers intelligently - might think about a duration limit on losing positions or regular loss limit - can use a kelly fraction to determine what your loss limit optimally should be, look into it. 
P.s. on duration limit. If you have enough trades to run stats, you're looking for where the marginal expectancy from holding a loser one more minute rolls over.