Help with correlation indicator needed

["Laura ." <laura_lue@xxxxxxxxxxx>]

Hi,

can someone help me to code an correlation indicator?
What I want is an indicator which shows the correlation between price and 
e.g. RSI.
If the RSI rises 5 days together with the price the indicator should have an 
value of +1 which shows the high correlation.
On the other hand of course a negative correlation is -1.

Is this possible, I failed with coding.
Thanks for your help
Laura