How to implement strategy created with backtesting.py for real-time trading

[torki98]

Hi! I have created some strategies with backtesting.py that works well, and I want to use these for trading in the future. Is it some way to do this with backtesting.py? For example getting long/short signals based on daily data or something similar. At the moment I can only see the signals when there has been both an entry- and exittime. What I want is to for example import a dataset and then get a signal to go long/short, and when I import a new dataset in the some days later, I will see a close signal or continue to hold.
If not possible in backtesting.py, how could I do it using python and get the same strategy as the one created in backtesting.py?