use prev day’s close price as 0% for percentage

Sorry but no. What you described is a chart setting. There is nothing we can do in the current version of Thinkorswim to write code that can modify the way any chart setting is implemented. So we cannot do this through any chart study or script. In order to facilitate what you requested would require the developers of Thinkorswim to add new parameters to that chart setting in some future upgrade of the platform. So your only recourse is to submit this as a feature request to TD Ameritrade support.