Dollar Weighted Correlation Indicator - Wanted

Greetings, I found this screen shot at another forum of a very interesting correlation indicator that considers the weighted dollar values. Unfortunately, the indicator was never posted and the poster is gone...Any ideas would be greatly appreciated.

This is a screenshot from TradeStation. CoefficientR and Correlation are funtions contained in their EasyLanguage library. Correlation comes as a standard indicator. A lot more information about this can be found on their forum but unfortunately, you have to own the platfrom to gain access.

Do you think someone could code this for MT4? Thanks for the reply also.