Course Name: Python For Trading!, Section No: 5, Unit No: 1, Unit type: Video
This video gives us an example of slippage right before the trading journey ends.
What would slippage be for non-stop trading markets?
The primary purpose of estimating the slippage at the end trading hour is the high liquidity seen at the beginning and end of the trading hour. I believe for 24 hours trading markets; you can do the same. Estimate the worst execution price, whenever liquidity is usually high in the market. Check out this link, hope that helps.