The first thing I look for is that they will dull a bit. Almost get a dirty look to them. I flip them over and on most, by looking at the belly, it will get a bit milky. Those are the first signs to look for.
When they are deep in the blue, they will turn a blue or opaque color, their eyes cloud over, they may hide a lot and get a bit irritable.
Then it clears up and in about 3-5 days, they slough(shed) it. They will shed about once a month until they are adults. Then it can, but not always slow down a bit. My 5 year old anery, before he went on his hunger strike, was shedding every month.
Wayne