I don't think so. Maybe describe what you are trying to do, or give an example in another language that can do it.
Lua let's you load a script from memory (not a file) so you can dynamically create the script in your program, then load into Lua & run it. It never needs to land in a file to be read...
The stuff I read seems to indicate that you have to write a file 1st, then load it.
