Yes - this couldn't be more true. I learnt this lesson the hard way! After getting knocked back 8 or 9 times one night, I realised when thinking about it afterwards that because I had gone out with so much intention of pulling, I had put too much pressure on myself which was draining my energy.
Another technique I like to use in a busy club or bar is imagining that I'm invisible. Might sound strange but it actually helps me to feel a lot less self concious... less thinking about what other people are thinking.