Overlaid plots - lines

Dear all,

I have a question concerning two overlaid (scatter)plots: 
Has anyone an idea how I can join the first point of the first plot with the
first point of the second plot, the second point of the first plot with the
second point of the second plot,... and so on. Is it possible? :-/

Using lines(x,y) I can only join the points of one plot...

Thank you in advance,
GSt

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