When there is a new trading idea popping up in my head, I am always so delighted and can't help thinking that cash just rolls into my account. I think it again and back-tested it on some historical data. It indeed works in the way it suppose to be. I ask someone who is familiar with me, and possible admire me, for their options. They also think it is a genius innovative approach to the old same market. They want me to try it and let them know how high the profitability is in the real world. So now I finally can't wait to put the new idea into play by utilizing real capital. It was initially and then it started to crank down. Finally I am discouraged and forget the once new idea after a drunk night. So, could you please tell me your best approach to deal with a new idea so that at least some consistent positive outcome can be achieved? Thank you.