Creating momentum backtest

[replacementAI]

i want to backtest a simple momentum signal, which allocates instruments based off the past N period returns. it will allocate based off the ranking or the raw momentum value. do I need to use the indicator factory or signal factory? or something else?

[replacementAI]

im trying to do the above but am getting an error

portfolio = ['aapl', 'goog', 'amzn', 'msft']

price = vbt.YFData.download(portfolio, missing_index='drop').get('Close')

ROC = vbt.IndicatorFactory(
    input_names=['price'],
    param_names=['period']
).from_apply_func(
    lambda price, period: price.pct_change(period)
)

periods = np.arange(2, 252, 1)

heatmap = ROC.run(price, periods).to_heatmap()

UserWarning: Symbols have mismatching index. Dropping missing data points.
  data = cls.align_index(data, missing=missing_index)
Traceback (most recent call last):
  File "file.py", line 12, in <module>
    ROC = vbt.IndicatorFactory(
  File "venv\lib\site-packages\vectorbt\indicators\factory.py", line 2335, in __init__
    raise ValueError("Must have at least one in-place or regular output")
ValueError: Must have at least one in-place or regular output

[replacementAI]

could someone take a look?

[polakowo]

As the error says, you haven't defined any outputs using output_names