Liquidity Proxy : China
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © dharmatech

//@version=5

indicator("Liquidity Proxy : China", overlay = false, timeframe = "M")

// ECONOMICS:CNCBBS+ECONOMICS:CNM1+ECONOMICS:CNFER-ECONOMICS:CNGRES

line_cbbs = request.security("ECONOMICS:CNCBBS", "M", close)
line_m1   = request.security("ECONOMICS:CNM1",   "M", close)
line_fer  = request.security("ECONOMICS:CNFER",  "M", close)
line_gres = request.security("ECONOMICS:CNGRES", "M", close)

line_sse = request.security("SSE:000001", "M", close)

total = line_cbbs + line_m1 + line_fer - line_gres

yoy_chg_pct = (total - total[12]) / total[12]

sse_yoy_chg_pct = (line_sse - line_sse[12]) / line_sse[12]

// plot(series=yoy_chg_pct*10-0.5,      title = 'Proxy YoY Change %', color = color.red)

plot(series=yoy_chg_pct*9-0.5,      title = 'Proxy YoY Change %', color = color.red)
plot(series=sse_yoy_chg_pct,  title = 'SSE YoY Change %', color = color.green)