Hi OptimusPrime,
Thank you very much for your help.

This is now the current version of the script:
Code:
function run()
{
	//BarPeriod = 240;
	LookBack = 300;
	StartDate = 2018;
	//EndDate = 2019;
		
	vars price_asset_1, price_asset_2;
	var corr;
	
	while(asset(loop("AUD/CAD","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY","CHF/JPY","Cocoa","Coffee","Copper","Corn","Cotton","Esp35","EuBund","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/HUF","EUR/JPY","EUR/NOK","EUR/NZD","Euro50","EUR/PLN","EUR/SEK","EUR/SGD","EUR/TRY","EUR/USD","Fra40","Gasol","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD","GER30","GerTec","GOLD","Jp225","LCrude","Neth25","NGas","NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","OJ","SGD/JPY","SILVER","Soybns","Sugar","Swi20","TRY/JPY","UK100","Usa500","UsaInd","UsaRus","UsaTB","UsaTec","UsaVix","USD/BRL","USD/CAD","USD/CHF","USD/CNH","USD/HUF","USD/JPY","USD/MXN","USD/NOK","USD/PLN","USD/RUB","USD/SEK","USD/SGD","USD/TRY","USD/ZAR","Wheat")))
	{
		price_asset_1 = series(price());
		printf("n %s to", Asset);
	
	
		while(asset(loop("AUD/CAD","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY","CHF/JPY","Cocoa","Coffee","Copper","Corn","Cotton","Esp35","EuBund","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/HUF","EUR/JPY","EUR/NOK","EUR/NZD","Euro50","EUR/PLN","EUR/SEK","EUR/SGD","EUR/TRY","EUR/USD","Fra40","Gasol","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD","GER30","GerTec","GOLD","Jp225","LCrude","Neth25","NGas","NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","OJ","SGD/JPY","SILVER","Soybns","Sugar","Swi20","TRY/JPY","UK100","Usa500","UsaInd","UsaRus","UsaTB","UsaTec","UsaVix","USD/BRL","USD/CAD","USD/CHF","USD/CNH","USD/HUF","USD/JPY","USD/MXN","USD/NOK","USD/PLN","USD/RUB","USD/SEK","USD/SGD","USD/TRY","USD/ZAR","Wheat")))
		{
			price_asset_2 = series(price());
	
			corr = Correlation(price_asset_1, price_asset_2, 240);
	
			if(!is(LOOKBACK))
			printf("n %s = %f", Asset, corr);
		}
	}
}


It contains 2 nested while loops but unfortunately hangs.
And I don't understand the explanatory text output of the script yet.

I would like to output something like
"Asset_1 to Asset_2 = Correlation X"
"Asset_1 to Asset_3 = Correlation X"

and so on.

Any hint?