Algorithm pseudocode in markdown

Thanks to TeXnician for pointing in the right direction: I was including the preamble inside the markdown.

After searching I figured out the solution. It seems that the only thing that needs to be in the preamble section is the \usepackage and that can be done inside the markdown following this syntax:

---
header-includes:
  - \usepackage{algorithm2e}
---

Here is a complete example of a .markdown document:

---
header-includes:
  - \usepackage[ruled,vlined,linesnumbered]{algorithm2e}
---
# Algorithm 1
Just a sample algorithmn
\begin{algorithm}[H]
\DontPrintSemicolon
\SetAlgoLined
\KwResult{Write here the result}
\SetKwInOut{Input}{Input}\SetKwInOut{Output}{Output}
\Input{Write here the input}
\Output{Write here the output}
\BlankLine
\While{While condition}{
    instructions\;
    \eIf{condition}{
        instructions1\;
        instructions2\;
    }{
        instructions3\;
    }
}
\caption{While loop with If/Else condition}
\end{algorithm} 

It nicely renders this: