title: Save multiple dataFrames in a loop using to_pickle
body: <p>hi i have 4 pandas dataframe: df1, df2 ,df3, df4.
  What i like to do is iterate (using a for loop) the save of this dataframe using <code>to_pickle</code>.
  what i did is this:</p>
  
  <pre><code>out = 'mypath\\myfolder\\'
  
  r = [ orders, adobe, mails , sells]
  for i in r:
      i.to_pickle( out +   '\\i.pkl')
  </code></pre>
  
  <p>The command is fine but it does not save every database with his name but overwriting the same databse <code>i.pkl</code> (i think because is not correct my code)
  It seem it can't rename every database with his name (e.g. for orders inside the for loop <strong>orders</strong> is saved with the name <code>i.pkl</code> and so on with the <strong>orders</strong> dataframe involved)
  What i expect is to have 4 dataframe saved with the name inserted in the object r (so : orders.pkl, adobe.pkl ,mails.pkl, sells.pkl)</p>
  
  <p>How can i do this?</p>