Correlation [array's]

This script isn't about creating a correlation script with labels, there is a perfect working example of @Mango2Juice
(Correlation Matrix, which was inspired by @Daveatt's Correlation Matrix)

The intention was making it with the use of as less code as possible, looping through array's

The Pine correlation function doesn't work consistently in a local scope (loop), so I had to work around it

Inspired by @ZenAndTheArtOfTrading's Correlation Meter (using array.covariance and array.stdev) and
especially with the help of @RicardoSantos and @LonesomeTheBlue I've managed to do this

Symbols, timeframe, look-back period, colors and limits can be changed

There is always room for improvement, but I think it shows what is possible.

Many thanks to the people who I've mentioned, and of course to Tradingview!
(Without the Earth nothing can grow)

Cheers!