Using historical label as a feature in my ML model?
Correct me if I'm wrong, but it sounds like you are using an EMA to generate the price that you will be using to label as either 1,0, or -1. If so, that is not a problem to do so with historical data, as EMA calculations are only affected by data previous to whatever record the EMA is being based off of. Just make sure that your historical data is calculated as if it was the present moment for every record.