Doubts!
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Why not put him into check on move 16? This might have been difficult for the Queen I suppose though. I'll have a go at playing it.
looks good, trade when you're up, but after he castles to the weakened Q-side perserve your pieces for an attack! i disagree with some of your earlier play, but after you were up, very good!
The question put forth is whether or not one should quickly trade down, or play on with the extra material. Within this example we are talking an extra piece. General teachings to beginners is to trade down so as not to fall into simple traps which happen to all of us, especially during our early years with the game.
However, as ones knowledge increases so does the understanding of such basic principles. Since there was no immediate forcing way to exchange the queens the best is what you did, which was to continue playing as though material were equal. Continue after the ultimate prize, the king, and sooner or later your opponent will be forced to help trade down for you.
Sun Tzu said: The good fighters of old first put themselves beyond the possibility
of defeat, and then waited for an opportunity of defeating the enemy.
"My Q => Is it best to exchange pieces when you're a piece up and win in the endgame"
When you're ahead trade pieces and avoid complications. If your opponent is any good he won't help you to trade pieces, so you'll have to apply some pressure with your extra piece in order to force trades.
"or should you keep playing to get extra pieces and risk making a mistake that might cost you the game??"
If it's hanging, take it. But I would avoid risk in this situation. Only play a tactic if you could bet your first-born child (, car, and Playstation) on the result.
My Q => Is it best to exchange pieces when you're a piece up and win in the endgame or should you keep playing to get extra pieces and risk making a mistake that might cost you the game??