In portfolio backtester, portfolio tree under each instrument symbol we can put only 4 instrument information (data2,data3,data4,data5).
To use more then 4 will be a big improvement. Because we could run strategy based on ranking on a bigger number of instrument! And then program market neutral strategy on basket of instrument.
Please if you are interesting in this improvement please vote to:
MC-1044 - PORTFOLIO BACKTESTER INSTRUMENT INFORMATION
You can find it in Support / Project Management and put in search "MC-1044"
Thanks
Riccardo