At this point there is really nothing built into the system that does exactly what you are asking for. The main roadblock to doing it all through indicators is that they only operate on one symbol.
Of course, that does not mean that there is not a way to do it If you are looking to calculate your percentage for a certain number of bars you would want to link a few indicators together to get this. You can use the shift series and divide indicators to compare a close with a series shifted back by the number of bars you are using as lookback to calculate your percentage (using the division indicator). Once you had this defined in a system it would be a matter of running with the index in your symbol list and then doing a compare on that inside of NewSymbolBar.
This does give me an idea for a few new indicators that might be useful, though. I'm going to put in a feature request for a batch that do the difference between the last close and a close of either x bars, days, weeks, months, years ago.