This is my code for a system where five lights flash in a sequence from first to last, then back to first. Here is the code.

int led = 7;
int led2 = 1;
int led3 = 2;
int led4 = 3;
int led5 = 4;
// the setup routine runs once when you press reset:
void setup() {               
  // initialize the digital pin as an output.
  pinMode(led, OUTPUT);
  pinMode(led2, OUTPUT); 
  pinMode(led3, OUTPUT);
  pinMode(led4, OUTPUT);
  pinMode(led5, OUTPUT);
}

// the loop routine runs over and over again forever:
void loop() {
  digitalWrite(led, HIGH);
  delay (20); // turn the LED on (HIGH is the voltage level)              // wait for a second
  digitalWrite(led, LOW);    // turn the LED off by making the voltage LOW
 
  digitalWrite(led2, HIGH);
  delay (70);
  digitalWrite(led2, LOW);
  digitalWrite(led3, HIGH);
  delay (70);
  digitalWrite(led3, LOW);
  digitalWrite(led4, HIGH);
  delay (70);
  digitalWrite(led4, LOW);
  digitalWrite(led5, HIGH);
  delay (70);
  digitalWrite(led5, LOW);
  digitalWrite(led4, HIGH);
  delay (70);
  digitalWrite(led4, LOW);
  digitalWrite(led3, HIGH);
  delay (70);
  digitalWrite(led3, LOW);
  digitalWrite(led2, HIGH);
  delay (70);
  digitalWrite(led2, LOW);