Trip: Hong Kong -Macao -Hong Kong -Shanghai

We plant the above trip. Hong Kong - Macao -Hong Kong are no problem as in Hong Kong we can stay 7 days without a visa for Tourist purposes. After our stay in Macao we have a flight to Shanghai passin by Hong Kong. We would like to stay about 5 days in Shanghai..... is that possible and what we need to do or require for those 5 days so we not get in trouble? Thanks for any helpful answer.