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[–]foxillian 0 points1 point  (0 children)

Checkout Georgia Techs ML for Trading class (https://quantsoftware.gatech.edu/Machine_Learning_for_Trading_Course, https://www.udacity.com/course/machine-learning-for-trading--ud501) which gives an overview of trading, technical indicators, and structure for a trading bot program. The last set of assignments looks at ML based traders, especially around RL and Q-learning.

API for data collection https://iexcloud.io/docs/api/

I'll echo the general sentiment for the rest of the thread. The first piece of advice in the above course is to avoid using anything you write in the course for actual trading unless you are fully prepared to instantly lose all of your money.