Yes, frost shock requires a target. :P Other than that, as long as your 5 shams look something like this, you should be OK:

/castsequence reset=6 frost shock,,,,
/castsequence reset=6 ,frost shock,,,
/castsequence reset=6 ,,frost shock,,
/castsequence reset=6 ,,,frost shock,
/castsequence reset=6 ,,,,frost shock