is 5 days enough to travel to Hongkong, Macau, Shenzhen, Guangzhou?

In my opinion, more than 5 days should be spent on these four destinations. Anyway, you can have a rush trip within 5 days. Here is my suggestion:
Two days in HK and for other three places, one day for each.
HK: it is suggested to stay near Tsim Sha Tsui area, from where you can easily walk for shopping. I know there are some budget hotels in Chungking Mansion in this area. You can have a try! Upon your arrival, the Disneyland, Ocean Park, the Peak and the Giant Buddha should not be missed.

Macau: From HK to Macau, you can take a direct ferry at China Ferry Terminal or HK-Macao Ferry Terminal. Once upon there, the Venetian Resort, Senado Square, Ruins of St. Paul's and Macau Tower are worth to visit. To shop there, New Yaohan is highly recommended.

SZ: Take HK East Rail Line to Lo Wu and then cross the border to Luo Hu, SZ city. As for the electronic shopping, I highly recommend you go to the local Huangqiangbei Commercial Zone, where you can find many electronic markets or stores. And bullet trains between SZ and Guangzhou are very convenient.

Guangzhou: Shangxiajiulu Pedestrian and Beijing Road are the best places for shopping. To stay near can be very convenient. For budget accommodation, I suggest you stay in Home Inn, Hanting Express Hotel or such chain express hotels nearby. After visiting Guangzhou, if you wanna go back to HK, you can take a direct train at the local East Railway Station or the cross-border buses at China.