What has been the "typical" slippage you have encountered when moving your system from backtesting to live for ES? For example when backtesting with NT, I imagine the price it "fills" at is sometimes at the bid sometimes at the ask. Therefore after 1 entry and 1 exit, I am anticipating .25 worth of slippage total. Is this an underestimate? What differences have you seen from backtesting to live with respect to slippage?