Thank you for the valuable information you are offering!
To answer your question short, my biggest challenge is mass information management.
Partially this is normal because I have been trading for less than a year and I need to get as much information about the markets, as well as different trading methods, as possible. At this point, I am quite convinced that Trend Following is what I find most enjoyable. Therefore my challenge can be qualified specifically to trend following.
Thank you for your time!
PS: I am currently reading your Trend Following book and I have been re-reading the Turtle book when needed.
Good path. Continue!