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Starting a successful business is always difficult, and you are very unlikely to succeed unless you give it your full attention. However, in the planning stages, it is perfectly possible - even preferable, sometimes - to have a day job.
A difficult question for many entrepreneurs is choosing the moment to give up the day job.
That's the most difficult choice anyone faces when he want to be an entrepreneur.
If you don't leave your day job, you don't have your full commitment to your business. Without full focus and your own leadership to your business, why would it survive? Sooner or later you need to make that choice but sooner the better.