[gnuplot] Loop structure inside gnuplot?

I have the script all.p

set ...
...
list=system('ls -1B *.dat')
plot for [file in list] file w l u 1:2 t file

Here the two last rows are literal, not heuristic. Then i run

$ gnuplot -p all.p

Change *.dat to the file type you have, or add file types.

Next step: Add to ~/.bashrc this line

alias p='gnuplot -p ~/./all.p'

and put your file all.p int your home directory and voila. You can plot all files in any directory by typing p and enter.

EDIT I changed the command, because it didn't work. Previously it contained list(i)=word(system(ls -1B *.dat),i).