When going through a period of strong performance, one question that crops up is along the lines of "I'm sitting on a bunch of profits, and am worried I will lose them if the market turns around. What should I do?"
This can quite often happen where people have tried to let their trades run, only to suffer a significant erosion of profits when the general market decides to reverse trend. The next time they are in this position, they may fear they will lose out, so they will close their positions. Only that time, prices will keep on going in the direction they were trading, and now they are out of the market...
Another possible solution is to concentrate fully on the process of trading, rather than the monetary outcome. One common denominator when reading interviews in Market Wizards and similar books, is that these traders only keep track of money as a way of keeping score. Money is not the be all and end all.
Now, you may say that it's easy for them, with millions in the bank. However, to get to that stage they had to fully immerse themselves into the process of following their system rules. This would include risking only a small element of their equity on each position. By doing that, if their system has a historical positive expectancy, then the profits will take care of themselves.
I know of one trader who, on his own performance log, has removed all references to profits or losses in monetary terms. He simply concentrates on recording his trades in terms of R gained or lost. This, he has found, has helped him concentrate more on the process of trading.