We describe an efficient implementation of a coherent statistic for searches of continuous gravitational wave from neutron stars. The algorithm works by transforming the data taken by a gravitational wave detector from a moving Earth bound frame to one that sits at the Solar System barycenter. Many practical difficulties arise in the implementation of this algorithm, some of which have not been discussed previously. These difficulties include constraints of small computer memory, discreteness of the data, losses due to interpolation, and gaps in real data. This implementation is considerably more efficient than previous implementations of these kinds of searches on Laser Interferometer Gravitational Wave (LIGO) detector data. The speed-up factors range from 10, when applied to [email protected], to about 2000 for targeted searches which integrate over months of data.