Wow!! very insightful comment, I couldn't agree more. I have limited my losses mechanically in the past, now I manage to stop before reaching the mechanical limit. However I very often perceive this sort of "self-sabotage" desire, it is sort of a need for autodestruction.
I don't know the causes of it, maybe it is linked to a desire to "keep learning" and to keep having a dream of "being a trader / becoming rich / breaking free etc..." rather than materialize the dream.

I don't know how to justify the self-sabotage and above all I don't know how to overcome it.
Can you suggest some ways to deal with it? is there anything else we can do a part from just recognizing the problem?
Also can you suggest some books on the topic?

Thanks for your comment.
Self-sabotage - as named - is about one's self, and personal issues. Be it fear of success, self-worthiness, low esteem etc. - trading is only an arena for these issues to act out. Therefore, the key is usually to uncover, face and deal with whatever PERSONAL issue lies underneath, and the trading side of it tends to work itself out. That's a lot messier, deeper and less fun than just looking at it as trading-related issues, but I believe it is also more effective and gratifying.

Ultimately the solution to such issues lies in the field of self-awareness, improvement etc.
If indeed there are subconscious issues involved (and there usually are), they must be made conscious and dealt with.
There are numerous ways of doing so - but the main ones are:
1. By yourself (Youtube is full of self-help tricks, mantras, etc. for this stuff). Requires well-developed self awareness and the type of personality that can do this stuff alone.

Try this little trick: close your eyes and assume you've made it in trading, no self-sabotage etc. Using your own example and words - assume you "break free". Now ask yourself, what would happen to you in a month? a year? 2? 5? stay with the question for about 30 seconds, and be open to any negative feelings - ridiculous as they may initially seem. You may be surprised at what comes up. I've seen answers like divorce, friends growing estranged, boredom, and more.
Now, why would your well-intentioned subconscious let you go through these horrible outcomes? and here's a possible reason for self-sabotage, right there.

2. Using any type of modality that targets the subconscious - be it NLP, PSYCH-K, hypnotherapy (there was a thread about it the other day), RTT or conventional psychology. These all have effective tools to help discover, face and deal with such issues, and the added benefit of an objective outsider helping you throught your journey. These will also required a gread deal of openness on your side, and willingness to "walk the walk" - not just to expect anyone to "fix you".

Sorry there's no "textbook answer" for your very good question... in the end it is a path that we all take, some more consciously and explicitly than others, on our own personal path to success. I wish you well on yours.

Thank you everyone for your help and advice. I called the brokerage department at Ninja Trader and they told me this option was available and instructed me on how to set it up. Not sure why regular support told me there was no way to do it.
Again, many thanks for the help everyone!