[R-SIG-Finance] Quantstrat: Multiple instruments, pre-generated signals

[Mike]

My strategy involves a universe with more than 1000 stocks. Since
the entry rules are complex, I've generated the entry signals with
a separate program. The resulting table for entry signals includes
these columns: Symbol, EntryDate, EntryTime, ExitDate.

The backtest has to run on intraday basis. I have intraday data
OHLCV for every stock involved.  The period to be tested spans
several years.

Each trade has to be closed market on close on ExitDate at the
latest (time stop).

Stop loss and take profit have to be handled prior to close on
ExitDate. Stop loss has to be tightened up once if a profit target
is met.

Can I backtest such a type of strategy using quantstrat?
Especially:
- Can I inject pre-generated signals to quantstrat?
- Can quantstrat/R handle such an amount of data?

Mike