Plot legend

The red and green strokes are actual hourly prices (Huobi on the left, Bitstamp on the right).

The olive-gray vertical band was inserted to fill 2 hours that are missing in bitcoinwisdom's plot.

The magenta square at right is the prediction for the enxt Slumber Time.

The two blue squares before it are the last two predictions.

The light blue-gray squares are the older predictions.

The yellow dots are the Slumber Points, the mean prices ((L+H)/2) in the interval 19:00--19:59 UTC every day.

On the Huobi plot, the size of the candle flame under each dot indicates the night-time activity at Huobi.

Specifically, the area of the flame is proportional S = V[sub]h[/sub]/V[sub]d[/sub], where V[sub]h[/sub] is Huobi's mean hourly volume in the three hour period 18:00--20:59 UTC (02:00am--04:59am China time), and V[sub]d[/sub] is Huobi's daily volume 00:00--23:59 UTC on the same date.  The largest flame correspond to the S = 0.010 or greater.

The size of each yellow dot (on both plots) is proportional to its reliability weight W = exp(-(S/refS)^2/2) with refS = 0.005.

The brown lines on Huobi's plot are trends fitted [i]a posteriori[/i] to the Slumber Points.

The orange line is the trend assumed for the Huobi prediction above.