I have to agree with you on all points, when I started I thought I was very intelligent, a lot smarter than the old men at the brokerage I use to hang out. I started in stock long term cause the commissions on just about anything was over $100, and I did very well just using EMA, trendlines and a little fundamentals. Where I made a huge mistake was venturing into futures after I had built up a very nice account, lost it all in first year and next six years in futures, stock trading was paying my "habit" in futures and the comm were coming down big time and using home computers.
The "old men" who traded futures spoke of trading spreads and selling covered calls, making it slowly, screw that was in my mind. I was going to make a gazion bucks in short order. And end of each losing week, my favorite saying was "I am so close".
It takes incredible amount of time to separate yourself from the truth, to acknowledge all the weaknesses you have and own up to them, "they" are not trying to take away your money cause "they" is really your subconscious. I believe every person knows why they lose, either pure laziness of not backtesting the crap out of their ideas before using real money, stop thinking of how much you can make and concentrate on not losing.
When you find what works, add more shares or contracts, but jumping around to different markets or indicators will only do more harm that good. You really have to learn who YOU are before the money starts increasing your account.
You have to learn to accept, you have to overcome your emotions, you can't be staring at the screen and be thinking "oh boy now it is going my way I will stay in" when your rules say to take one tick profit (I have thrown away so much money staying in, could have bought 1M mansion).
Homerun trades are for last one of your runners or for the dreamers, but consistency of having each day a profitable day has to be your Goal.
