Draw your path and merely set the stroke options in the **Control Bar** across the top of the screen. This is possible in CS6 or newer with vector layers.

![enter image description here][1]

For versions prior to Photoshop CS6 you'll need to check here: http://graphicdesign.stackexchange.com/questions/7312/do-paths-in-adobe-photoshop-have-to-be-closed


  [1]: https://i.sstatic.net/kXdMq.gif