If you are familiar with the work of John Ehlers, he tends to utilize IIR filters. I am simply trying to create an IIR filter, or a filter that has an output dependent upon past outputs. I know it kind of sounds like a paradox, however, I know it is a very common concept in DSP. Thank you for this advise, I will try this without a global series.

EDIT: Perhaps, to be ultra clear. Here is the literal code from the book in EasyLanguage format. I am not quite sure what to make of the "currentbar", I haven't wrapped my head around what would be similar in Lite-C. This code works as EasyLanguage in TradeStation 9.5. BTW, it is a really cool indicator, when it is working properly. It is able to detect the turning points in price quite quickly. (See attachment)