From desktop LEAN is it possible to run same strategy on multiple instruments?

In extreme case single strategy applied to all stocks (which could be >5000)?

          Alternate method, I have linked realtime stock  scanner ( to LEAN, 

 scanner will feed instruments to LEAN and specify Long or short.  LEAN manage the trade.

Scanner will feed LEAN  at most 100 trades per day, all to be exited end of day.

Broker used will be Interactive Brokers. Data feed will be IQFEED for data,

Please comment on practicality. Suggestions welcome..I am no software expert.