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It is not a must to 'Lose to Win' but a lot of people need a good lesson from the market to be a discipline trader.

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To understand yourself

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Harold, good question. I know the first account I opened up, was blown in a week. The lose hurt, but the lesson learned was to study, study, study and adhere to a strategy. This was my "Lose to Win" situation. Hope to hear from others on this question.