When I saw the title of this article I thought of another similar title: "How I built an algorithm that finds Patterns in clouds"

Market data has a log normal distribution with fat tails. There is a lot of randomness, especially in intra-day data. By naively training a classifier on price data you run the danger of training on random events.

There are patterns in market data, but they are difficult to find. Simply turning machine learning loose on market data without careful thought and design will probably not yield a result that can be used to make money.