I would like to use custom data in live trading but I am not sure what is the best apprach so I kindly ask for guidelines.

First, I have developed and indicator for selling position in SPY (or other stocks). I have to devlop it locally in R because the package i available in R and is quite comlicated (uses alos C++ for speed up etc). The code takes 5 days to finish for period 2004-2021. Than I saved the indicators to csv file and upload it to Dropbox. I have used it in backtesting succesfully and it was pretty easy.

Now, I would like to try my algorithm in paper trading, but I am not sure how should I apprach to this task. I see several possibilites:

 Should I run the algo on web or locally? 

If web, should I import custim data (my indicators) to my algo? In backtest I use csv file from drobox, but I suppose that doesn't work for live trading? 

Should I create API endpoint and than call my indicators every hour (hour is my frequency)? In general, I am not sure how to proceed in web data.

So in general I have custom data I can save as csv or on databae and I need to retrieve this data every hour an trade upon it.



Sidenote, I have discovered lean CLI few days ago and I can say it makes local development and migration local/web so easy! Why I didn't know before about that