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Many proposed solutions employ distributed depth-first-searching (DFS) approach to implement positioning in application layer multicast. In DFS-based delivery tree building approaches, the newcomer need not know the information of other members except the root, and positioning can be easily implemented. However, the DFS approach cannot effectively position a host in some cases because it usually selects a branch of active candidate parent to continue the searching procedure. This paper proposes a closest-first-searching (CFS) positioning means, and a CFS-based tree building approach name CFTB. In CFTB, the new active candidate parent is selected among all the candidate parents in terms of the known distance information. The simulation results show that CFTB can position a newcomer accurately, and build a multicast tree with good delivery performance.