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Is it possible to update portfolios to simulate profit/loss on traded signals not in the universe?

Hi, there are many instruments that are not yet in the Quantopian universe or the available timeseries does not go back far enough. In this case when backtesting, it is possible to load an instrument timeseries with the fetcher as a market signal with a labelled symbol, making it possible to see an assigned price or value during backtesting. However, there is no way to simulate trading that labelled signal in a portfolio with other instruments in the Quantopian universe, so the returns can't be computed with this included.

Is there a known workaround for this? One possibility might be to simulate positions of this labelled signal by increasing or decreasing the portfolio cash with the realized gain/loss each day during backtesting. Can the portfolio cash be modified in the algorithm during backtesting? Is there a better way, other than installing Zipline locally and creating a custom universe?