Tilt is not random. For most traders it follows a small number of identifiable events: being stopped out by a tick, missing a move that then ran, a large winner given back, a loss right after a public call, or an argument before the session.
The triggers are personal, which is why generic advice fails. Find yours by working backwards. Take your twenty worst executions, look at the thirty minutes before each, and list what happened. The same two or three events will appear repeatedly.
Once you have the list, each trigger gets a written response. The identification is the hard part; the responses are simple once you know what you are responding to. See tilt-protocol.
Related: tilt, tilt-protocol, behaviour-journal, revenge-trading