Symbols/formulas:

P/E of S&P 500: SP500_PE_RATIO_MONTH
Central-bank liquidity: USCBBS+JPCBBS/USDJPY+CNCBBS/USDCNY+EUCBBS/USDEUR+GBCBBS/USDGBP
Yield curve inversion: US10Y-US03MY
UNRATE (US Unemployment Rate)
JTSJOL (US Non-farm job openings)
JTSLDL (US Layoffs and Discharges)
JTSQUR (US Quits). Less recession risk if this is rising maybe?
JTSQUR (US Job Quits). Similar to previous one.
JTSQUR (US Employment-Population Ratio). Less recession risk if this is rising maybe?
USGD (US Government Debt)
USCPI (US CPI)
SAHMCURRENT (Sahm Rule Recession Indicator)
USREC (US NBER Recessions)
USHMI (US NAHB Housing Market Index, National Association of Home Builders)
ALTSALES (US Autos and Light Truck Sales)
USBCOI (US PMI (Purchase Managers Index) from ISM)
VIX (Volatility Index)
BAMLH0A0HYM2 (ICE BofA US High Yield Option-Adjusted Spread). US "junk bond spread" that measures financial stress.
RRPONTSYD (US FED: ON RRP: Overnight Reverse Repurchase Agreements). Will be non-zero during periods of very high liquidity among large banks.
WALCL for "FED Total Assets"
USOIL for WTI prices
UKOIL for Brent prices
commodities:

XCUUSD Copper
SOYBNUSD Soybeans
WHEATUSD Wheat
CORNUSD Corn
SUGARUSD Sugar
ALUMINIUM (ticker at IG)





Discontinued symbols (LIBOR is not longer used):

SEHPI for Swedish Housing Price Index (Value Guard)
TEDRATE (TED Spread, diff between "risk free T-Bills and EuroDollar Futures as measured by LIBOR". Shows risk in interbank contracts. A measure of financial stress)


Indicators:

"US Recessions" or "US Recesion Indicator"



PineScript:

ctrl-click function to see docs
scripts begin with one of:
indicator("my indicator")
strategy("my strategy")
library("my library")
"x = 1" declares a new variable and "x := 1" overrides the value of an existing variable
the value "na" is like null/unset, for example "plot(na)" plots nothing (at least one plot() call is mandatory)
indicator script runs once per bar
if you prefix a variable declaration with "var" it becomes persistent (saved between bars)
log.error("hello world" + str.tostring(x))
myBoolSetting = input.bool(title="My bool setting", defval=false)
my setting confirm=true on a setting, it becomes a mandatory input whenever indicator is added to chart

// draw yellow "x" above price candles where the cagr of last 10 bars are above 20
lookback = 10
cagrVal = ta.cagr(entryTime = time[lookback], entryPrice = close[lookback], exitTime = time, exitPrice = close)
plot(cagrVal, "cagr", display=display.data_window)
plotshape(cagrVal > 20, force_overlay = true, color = color.yellow)

// plot shaded blue area between price low/high
l = plot(low)
h = plot(high)
fill(h, l, color=color.new(color.blue, 85))

// Green bgcolor whenever MA50 crosses over MA200, and red background when MA50 crosses below MA200
//@version=6
indicator("My script", overlay=true)
ema1 = ta.ema(close, 50)
ema2 = ta.ema(close, 200)
plot(ema1, color=color.orange)
plot(ema2, color=color.green)
bgcolor(ta.crossover(ema1, ema2) ? color.green : na)
bgcolor(ta.crossunder(ema1, ema2) ? color.red : na)

// Example strategy that buys/sells on EMA50/200 crossovers
//@version=6
strategy("EMA50/EMA200 Crossover", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
ema50  = ta.ema(close, 50)
ema200 = ta.ema(close, 200)
plot(ema50,  color=color.new(color.blue,  0), title="EMA 50")
plot(ema200, color=color.new(color.orange, 0), title="EMA 200")
if (ta.crossover(ema50, ema200))
    strategy.entry("Long", strategy.long)
if (ta.crossunder(ema50, ema200))
    strategy.close("Long")