I want to make a line ...

What you are describing sounds like a rectangle, not a line (what with having an outline of its own). 

And the procedure you describe would not even be met in older versions, I think – the line Tool didn’t work with »click-click«, but »click-drag-release«, didn’t it? 

»this method must be compatible with all versions of photoshop.«

Not all versions of Photoshop supported Layers, so please be more specific. 

One work-around (that would naturally only work for Photoshop Versions with Shape Strokes) might be

• setting the Path Tool to »Shape« 

• setting the Stroke to the desired settings 

• creating the Shape Layer within a Group with the Layer Style Stroke 

Another option would be »borrowing« a Tool like the Count Tool and using Script Events Manager to link it to a Script that created rectangluar Shape Layers every secong click, so to speak.