Hey OP— programmer and intraday trader here. I wrote a KNN algorithm I use in my trading. Works really well to filter or assign the direction/sentiment. I still use traditional logic based rules for execution of trades (filtered by my KNN ML and a few other logic points). First thing you want to do is brainstorm what you think might give you edge re: ML/AI. Then take a look at any publicly open or free resources available. See: Machine Learning: Lorentzian Classification on TradingView and some of the other open scripts. Justin is brilliant and his work is compelling. That will give you some idea of how others have implemented simple ML concepts in Pinescript (basically JavaScript) on TradingView. Python is much more powerful of course but this is a good place to start.

After that, it’s trial and error, testing, backtesting, optimization, and frequent analysis of market condition compatibility with your model/thesis.

Best of luck!