Ahh yes. The strcat calls were not correct. I was wanting to get a name for the plot such as, "a1-a2" for the plot. A simple strf("%s-%s",a1,a2) works.

I would like to get a rolling correlation between asset pairs. The script runs now. I have changed the series to returns, vars p1 = series((priceClose()-priceClose(1)/priceClose(1)));

Not plotting correctly at this point, but thanks for the help!