Machine learning on renko bars

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I was wondering if you can use anything else than standard OHLC data for machine learning. Specifically I am considering using renko bars data obtained with RenkoConsolidator. 

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Here is an overview of the RenkoBar class of data: from the docs.

In terms of usage, the class exposes values in a manner somewhat similar to the standard TradeBar class (the docs also show that the consolidated renko is also a renko bar).

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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