One handy MIDI record feature in other DAW such as FL Studio is “wait for MIDI event” which allows record to be enabled for a track, but it doesn’t start rolling until a MIDI event is received. This allows for situations when the musician needs to move away from the computer first or to pick up a MIDI controller or to play arpeggios and rhythmic synths in sync with the project.
I know Cubase doesn’t come with this feature, but is there anyway I can configure it in External Device setup?
You could assign “start record” to a key(s) in generic remote. Set a pre-roll and hit the key(s) on your keyboard.
How about assign " start to the whole keyboard?? so it wouldn’t matter what note I play.
That would make it hard to play a song wouldn’t it 
yeah, but there should be a way to activate or deactivate it. is it possible to send midi clock from keyboard to Cubase? maybe using the external sync option on bottom of the transport panel?
If your keyboard has a transmitting clock, then yes.