I'm an equities swing trader, but I'm looking at doing NQ daytrading on the side, and I'm backtesting some strategies that involve doing all trades at the close of 5-min bars. I know these types of questions have been asked to death, but how difficult is it to get trades in at the close of a 5-min bar (both entry/exit, long/short) at the close price, and should I incorporate a slippage? In trading equities I usually aim for trading as close to the EOD close price as possible, and though largely successful, I still incorporate a 0.5% slippage in my backtesting. Is the slippage as high for NQ 5-min bars? Thanks for your help!