EVA Terminal · LearningРусский

Section 18 of 18

Using EVA as a whole

The tab order and the day's order — from general to particular; the “?” sign and the “what it does not show” point; how to read “no data”, the source and the time of data; narrow alerts; replay for an honest review of an entry, and a journal in R.

Tabs and the day's order

EVA's tabs run from the left in this order: Book · Flow → Screener → Overview → Macro → Capital → News → Pump/Dump → Replay → Statistics → Office → Learning → Help → Journal. Each answers its own question:

The tab order is not the work order. A convenient daily order goes from general to particular:

  1. News — what is out today and when. At the top are the nearest events with a countdown, and before an important release the terminal reminds you with a chip in the header. If an hour from now there is a release after which BTC usually moves several times wider, that changes everything else.
  2. Macro — the backdrop: is money leaving risk or being reshuffled within the market. Once a day, no more: it is a monthly scale.
  3. Capital — is there new money behind the move: stablecoin issuance, ETFs, large transfers.
  4. Overview — what moves more than the market (heatmap) and where the leverage skew on one exchange differs from the others (“Funding by exchange”).
  5. Pump/Dump and Screener — where something is happening now and which coins are at zones.
  6. Book · Flow — the coin itself: intentions (orders), facts (trades) and how other people's intentions ended.

After a trade — Statistics (journal entry) and Replay (review). Each step answers its own question. If a step says “today is unpredictable”, that is an answer too — perhaps the most valuable one of the day.

Tabs from left to rightBook · FlowScreenerOverviewMacroCapitalNewsPump/DumpReplayStatisticsOfficeLearningHelpJournalThe day's order: from general to particularNewswhat is outtodayMacrobackdrop:risk on/offCapitalis therenew moneyOverviewwho beatsthe marketPump/Dump ·Screenerwhere thingshappenBook ·Flowthe coinitselfAfter the trade: Statistics (journal, result in R) → Replay (review the entry without the future)
The tab order on the left and the day's order: from general to particular, then review.
The day's order is not a chain of signals. No step says “buy” or “sell”: each one narrows where to look and what to beware of. The decision stays yours, and “do nothing” is a decision too.

The “?” sign, Help and “no data”

The “?” sign sits next to almost every number in the terminal. It opens a short popup in place — the first paragraph of the article and the value — without taking you off the screen; some popups have a “more in Help →” line at the bottom that opens the right page of the Help tab.

The Help tab is a set of pages with search and contents: how to use the terminal and what each metric, layer and panel shows. Articles about values say separately what the value does not show and when the picture misleads — that is half the value: almost all misreadings of the terminal are about a number meaning something other than what a person thinks.

Two details that are easy to miss. The number in the “?” popup is a snapshot at the moment of the click: while the popup is open, it does not update; the live value is on the screen itself, at the widget. And a dash instead of a number means a number can exist but there is none right now.

A few “what it does not show” points worth knowing by heart:

“No data”, the source and the time. An empty block in EVA is an answer, not a zero. “Nothing large happened” does not mean “nothing happened”: feeds and the archive receive what passed its threshold. Where a source is silent, the block says so directly — for example, since when there has been no data — instead of drawing zeros.

Different data arrive at different speeds, and the source and time labels must be read before the number. The Capital tab has four speeds: on-chain delay equals block time, ETF flows are published after the US market close, the CME report comes out on Friday and describes Tuesday. That is why the blocks on that tab are never added together. When two blocks disagree, first check which one is fresher: the answer is almost always in the delay, not in the market.

How complete the minute archive is

Replay pulls the flow from the minute archive. Let us see how complete that archive is on one coin — BTC, over all full days from 28.07 to 13.10.2026 (78 days).

In total there are 107,030 of 112,320 possible minute snapshots, 95.3%. But the gaps are unevenly spread. From 28.07 to 26.08 a day held between 1,158 and 1,365 of 1,440 minutes: the archive lost many short stretches — 4,811 gaps in a month, almost all of one to a few minutes. From 27.08 to 13.10 it was 1,412 to 1,440 minutes a day and 130 gaps in a month and a half. Days without a single lost minute: 11. The longest hole is 98 minutes, on 11.08 from 11:02 UTC.

What this means for reading. If in replay the flow is empty in places in August while candles are there, it is not “the market stood still”: candles and flow come from different sources with different completeness. The “in the archive at this moment” row says what exists, and crossed-out means there is no data for that period.

And an honest caveat about the count itself. The first version of this script read only the compressed archive files and showed an 11.5-hour hole on 01.09. There was no hole: that day's data sat in an uncompressed file. Missing data can also be in whoever reads it — so before drawing a conclusion from emptiness, check where it comes from.

BTC in the minute archive: minutes per day out of 1,440 (28.07–13.10.2026)1,1001,2001,3001,44028.0727.0813.10under 95% of minutes95% or moretotal 107,030 of 112,320 minutes

Source: production archive 28.07–13.10.2026 (UTC days), BTCUSDT minute snapshots; a minute counts if a snapshot with a price exists; a gap is an interval between snapshots longer than a minute; script dev/kurs_stat/r18.py, result zamery/kurs/r18.json

Alerts: narrow and few

Personal alerts let you avoid watching the screen all day: the terminal tells you itself when what you are waiting for happens. The bell opens the “My alerts” window: the list of your alerts and the “+ New alert” button. The types are “Price”, “Clusters”, “Stacked imbalance”, “Intersection” and “Market events”; the form has the main fields, “Where to notify” and “Extra” with frequency, quiet hours and a custom name. From the Screener, the bell in a row opens the “Alert on this zone” menu: “Intersection” and “Clusters” come with the form already filled in for that coin and zone.

Three things worth knowing. There are three channels, each turned on separately: on screen — while the terminal is open, in Telegram and to the phone — even with the tab closed; without Telegram, alerts work on screen and on the phone. The on-screen sound is turned off with a single “Alert sound” switch. And alerts describe what has already happened: an archive check found no edge in the direction the old texts promised for messages about zones, false breakouts, price–delta divergence or walls, so the messages only say what happened.

Why narrow. An alert that arrives twenty times a day stops being read — and the one alert everything was set up for gets missed. The terminal covers 135 coins; even a rare event multiplied by 135 coins and several timeframes easily yields dozens of messages a day.

There is plenty to narrow: fewer coins — the ones you actually trade; fewer event types — the ones after which you know what you will do; higher timeframes instead of all of them. A good question for every alert: “what will I do when it arrives?” If the answer is “I'll look at what's there”, and you would be looking anyway, you do not need that alert.

And finally: an alert is a reason to look, not a reason to enter. A message arrives — you open the coin and go through the short order from lesson 1: what about news, what is in the flow and the book, where the stop would be.

A good alert is rare and about what truly matters to you. Five narrow alerts are more useful than fifty broad ones.

Replay and journal: review without knowing the future

Replay shows the market as it was at the chosen moment: candles, the bands under the chart (CVD, OI, funding and others), the book, large orders, liquidations, walls, events and engine zones — only what was known by that moment.

How to use it. Date and time are in the terminal's time zone; “go” loads a window around the moment. Buttons — an hour back, a bar back, play and pause (space), a bar forward, an hour forward; speed — from ×1 (real time) to ×1000; the scrubber rewinds within the loaded window. The “in the archive at this moment” row shows which data exist.

Limits. Replay works while this tab is open: switch to another and the chart returns to the live market. There is no price inside a minute, so at ×1 a candle changes once a minute. Replay does not work on timeframes above 4h. And it is not a backtest: no trades are counted here and no result is shown.

How to review your entry honestly. In hindsight the market always looks clearer than it was. Replay lets you remove that knowledge:

  1. Set the time a few minutes before your entry and pause.
  2. Before playing on, write down what you see: flow and delta, walls in the way, large trades, liquidations and book events nearby.
  3. Ask yourself: where, from this picture, would be the point at which the idea is wrong (the stop), and does it match what you set at the time.
  4. Only then press play — at ×10 or ×60, to see the path and not just the outcome.

This separates decision quality from the outcome. A good decision can end at the stop, a bad one in profit; you learn from decisions, while the outcome of a single trade is largely chance.

A journal in R. EVA’s trading journal is on the «Statistics» tab. A trade is logged from the chart: a «Position» (entry, stop, take profit), right-click it → “Log to the Journal — trade taken”; the server sets the entry time and the market snapshot at the moment of logging, and they do not change afterwards. By hand — “+ trade”. The terminal does not pull trades from the exchange. Results are counted in R — lost exactly the stop, minus one R; took twice as much, plus two.

All these blocks lie exactly as much as the journal is incomplete, and on a small sample a difference is almost always chance.

Common mistakes

The section test: 12 questions
Tricky questions and a review of every answer. The test, your progress and the section order are available after signing in: a section opens after passing the previous one, the pass mark is 80%. We teach you to read the market, not to guess: there are no signals or forecasts here.
Take the test — log in

The whole course

  1. How the market works: spot, futures, leverage — What exactly you buy on spot and on futures, how to calculate profit and loss with leverage — as a percentage of margin and of the position, who makers, takers and aggressors are, and why price moves only through trades.
  2. Orders and execution: price, fees, slippage — Limit, market and stop orders, take-profit; how a market order fills across several prices and how to compute the average fill price; maker and taker fees on entry and exit — charged on the position, not the margin; slippage and common calculation mistakes.
  3. The order book: bids, asks, spread and depth — How the order book works: levels, best prices, the spread and the mid price; depth and how a market order eats through levels; thin and thick books in the EVA archive; multi-exchange books and what the book does not show.
  4. Liquidity walls: what rests and what gets pulled — What a dense order and a wall are, how a filled wall differs from a pulled one, what spoofing is, how to read book imbalance by distance bands and the heatmap — and why a wall is an intention, not money.
  5. The tape: orders, merging, pace — What the tape and prints are, why an exchange sends one order as a dozen trades, how EVA merges them back, what “large” means on its own venue, how to read tape pace — and what the tape does not show.
  6. Volume and the volume profile — What bar volume says and does not say, why volumes of different exchanges do not match, how the volume profile, POC and value area (VAH/VAL) work, how to read high volume without movement, and session profiles.
  7. Delta and CVD: who was pressing — Bar delta is market buys minus market sells; CVD is delta added up. Why “there were more buyers” is the wrong phrase, how to read the slope, why futures and spot are shown separately, and what delta does not show.
  8. Divergences, absorption, CVD by trade size — When price and CVD go different ways, when market flow is met by limit orders, and which orders are pressing — small, medium or large. With honest statistics from our archive: 53 continuations against 54 reversals.
  9. Footprint: inside the candle — What happened between the open and the close: market sells and buys at each price level, the candle's POC, the diagonal imbalance and stacked imbalances — with calculations, a real BTC bar from the archive and an honest count over a week.
  10. Open interest — How many futures positions are open, how every trade changes that number, why OI in dollars misleads when the price moves, and what our archive honestly says about OI growth.
  11. Funding — Why a perpetual future has a payment between longs and shorts, who pays whom, how to compare rates of exchanges with different intervals, what it costs a position, and what our archive says about “overheated” funding.
  12. Liquidations: mechanics and maths — Why the exchange closes a position itself, what maintenance margin is, how to estimate the liquidation price and why it is closer than “100% / leverage”, how a stop differs from a liquidation, and what follows the heaviest hours.
  13. Cascades and the liquidation map — How one forced trade pushes the price into the next, why the chain breaks, what the estimated liquidation map really draws and why a liquidation total always names its exchanges. With 378 bursts from our archive.
  14. Exchange flows and whales — What a coin transfer to or from an exchange shows through our node, why a transfer is a chance to sell rather than a sale, how to read stablecoins, ETFs and exchange reserves with their delays, and who the off-exchange “whales”, US government wallets and Hyperliquid whales are. With two days, 12–13.10.2026, worked through.
  15. Macro and news — The release calendar: time, forecast, previous value and the actual from the primary source; why the market reacts to the deviation from expectations rather than the number itself; what happens to the book before a release; how to read dominance and the TOTAL caps; news and retellings of retellings. With 19 US releases from EVA's calendar worked through.
  16. Risk: position size and stop — How much you may lose on one trade, where the stop goes and how these two numbers give the position size; what leverage really does, how much of R fees eat, and why the percentages on the exchange screen are not percentages of the account.
  17. Risk: streaks, expectancy, journal — How much a system makes per trade on average, why losing streaks are inevitable, how recovery from a drawdown is computed, what to record in a trading journal and which mistakes break even profitable trading.
  18. Using EVA as a whole — The tab order and the day's order — from general to particular; the “?” sign and the “what it does not show” point; how to read “no data”, the source and the time of data; narrow alerts; replay for an honest review of an entry, and a journal in R.