function run(){

    BarPeriod = 1;
    LookBack = 240*100;
    StartDate = 20100101;
    EndDate = 20100201;

    set(NOSHIFT);           //shift manually
    asset("EURUSD");
    
    vars priceM1 = series();
    vars priceM5 = series();

    if (is(INITRUN)){
        priceM1 = series(0, 100);
        priceM5 = series(0, 100);
    }
    
    TimeFrame = 1;
    shift(priceM1, priceClose(), 100);
    TimeFrame = 5;
    if (frame(0)) shift(priceM5, priceClose(), 100);

    if (!is(LOOKBACK)){
        int i, j;
        for (i=0; i<10; i++){
            printf("\n--- M5: %.5f", priceM5[i]);
            for (j=0; j<5; j++){
                printf("\n M1: %.5f", priceM1[i*5+j]);
            }
        }
        quit(0);
    }
}

--- M5 priceE
M1 priceA
M1 priceB
M1 priceC
M1 priceD
M1 priceE
...