Fly on any Jetblue flight from New York to Fort Lauderdale and a curious thing will happen. If one of the Direct TV channels happens to be playing Scarface, every seat with a man in it will turn to that channel within five minutes until the whole plane is watching the movie. Guys love Tony Montana -- the swaggering, psychotic gangster immortalized by Al Pacino.

Who amongst us can forget that final scene when Pacino faces a crowd of assassins screaming, "Say hello to my leeeetle friend!" as he fires off his bazooka while he takes a shot after shot refusing to go down. Despite the comic book violence, and the psychopathology of the main character, most guys view Tony Motana with a no small dollop of romanticism. He represents our universal desire to take on the world on our own terms no matter the cost. But the cost matters, because in the end of course Tony Montana gets blown to smithereens and Oliver Stone ends the movie with the shot of "The World is Yours" trophy fallen on the floor.

I've been thinking about the Tony Montana character lately, realizing that I sometimes do a bizarre imitation of the "say-hello-to-my-leeetle-friend" scene when I fight the tape in FX. Did you stop me out as I tried to short the top? No problem, I can take it. Here is another order to sell. Another stop? Give it to me. More? Go ahead I'll take it all. I am stronger than the market, I can take it all. In any case, you get the idea. After a while, your trading account starts to look like Tony Motana's body and you begin to realize that maybe this is not such a good idea.

This week's moves in risk FX had many traders acting like mini-Al Pacinos with euro shorts refusing to accept the fact that the currency was not going to implode anytime soon. The short covering rally was one of the most vicious spikes in recent memory, but if you've been in the markets for a while you knew that it wasn't that unusual. When the markets want to roll, you can join them or get out of the way. If you chose to make a stand, you will almost always be leveled to the ground.

Sun Tzu once said "He who knows when he can fight and when he cannot, will be victorious." This is perhaps some of the greatest advice that we can absorb as traders. Very often we trade not to win, but satisfy our ego. Taking on the world, or the market is a romantic idea that we've all been taught, but in finance that is a very expensive way to conduct your business. As guys, we may all yearn for our inner Tony Montana, but as traders we should wise enough to know better.

Boris Schlossberg serves as director of currency research at GFT, and runs bktraderfx.com.