Riding it up and down

I'd like to start a discussion on the very worst thing a trader can do. And to be honest - I still do it from time to time and I know there is some psychology in there but its HARD not to do it.

You pick a stock. Buy in and it goes for a run. You know you should sell but you don't. You think any moment the run will start again but it doesn't.

I kick myself for not sticking to my plan but there are trades that don't seem to follow a plan.