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Unable to convert clearly winning positions - how do I improve?

When I come out the opening/middle game up a minor piece or two (or more) I'm unable to convert it into a win a lot of the time. Either my opponent finds counter-play, I blunder, or I don't see a checkmate.

I really enjoy playing chess and I'm looking to improve, but losing in a clearly winning position is rather frustrating! What are some techniques or exercises I could do to get better at converting winning positions and stop blundering as much?

Thanks in advance! :)
You seem to play super fast. Slow down.

That's one of the things I hear often from good players: In the endgame, it's easy to just play moves quickly, but you need to resist the temptation. There's lots of tactics, even when there are fewer pieces on the board.
Read some chess books about technique. Technique is the ability to win when winning.

Now, I do not have much trouble with converting won positions to full points, so I regretfully cannot recommend any books :').

But I can supply some tips, which are based on my own successes and failures:

1) Trade, and simplify the position. Don't trade pawns, just trade pieces. The only exception is if your opponent's king is weak and vulnerable. Then you can just checkmate him :P. Trading off pieces will lessen your chance of missing something and prevent counterplay.
2) Use all your pieces and include your extra material in whatever you do. After all, what's the point of being up material if you don't use it? For example, if you were attacking one of your opponent's pawns and you and your opponent both used all of your pieces, you would be able to take the pawn, since your extra piece would decide its fate.
3) MOST IMPORTANT OF ALL: DO NOT GET COCKY!! I cannot stress this point enough! I HAVE LOST COUNTLESS GAMES WHILE BEING UP MATERIAL AND THEN NOT TAKING THE GAME SERIOUSLY. Do not get relaxed, no matter what. If anything, you should be even more focused than usual while up material. The most vulnerable time during a game is when you are winning. Edit: When playing OTB, it is obvious to tell if someone is not taking the game seriously. That person's opponent will get a boost of confidence to find that out and will work hard to find counterplay. On the other hand, if the guy keeps his previous attitude, his opponent will have a sense of hopelessness-- a concentrated opponent and a losing position can overwhelm many players and make them make even more mistakes!

That's pretty much all i can offer on technique.

Good luck!
Well, it's just a matter of experience. It becomes better over the years and decades but even world class players fail.

Just keep on practising. Chess is rather a procedural skill than a collection of dry knowledge.
I just lost a game where stockfish was giving me stable 4-5 advantage. It's hard to win when your opponent is just as clever as you.
I would recommend you to get ALL of the Artur Yusupov Boost your chess.. Get all 9 books, and get startet :-)
You will improve. I promise you
To be more precise: less books, more practice. Because books generate a wrong feeling how easy chess is basically. The unbearable lightness of playing chess.

You have to proceduralize your dry knowledge piece for piece.
You need to find a balance between play, analysis, and books.
Play without analysis does not make you better, as you repeat the same mistakes over again. Books teach you how to play well, but do not teach you how to avoid playing badly.
In your case it seems you play too fast. Here is an example: a 15+15 game but at the end you still have 15 minutes left. Before you make a move, make it mentally in your head, i.e. imagine the move being made and then mentally verify it is not a blunder.

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