Easy language question on welles wilder's volatility system

["Mark Keenan" <mk@xxxxxxxxxxxxx>]

Does any one have the .ela file for the volatility system described on page
23 of Welles Wilder's "New Concepts in Technical Trading systems"

I have been trading the system in real time with outstanding results on
Soybeans, Sugar and Gold and now want to backtest it on other markets.

The problem that I have is simple:

How can I reference the highest close whilst in a short trade and the lowest
close whilst in a long trade?????

The system requires these as signals are generated when the SAR (calculated
as the AverageTrueRange * 3 away from the Highest and lowest closes when in
a short and long trade respectively)

Any help would be greatly appreciated.

Mark