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Even when it all goes right, many anglers lose fish attempting to set the hook. Sometimes you set too quickly, reacting to the sight of a rising fish or a little splash on the surface before a trout actually takes your fly. Other times you wait too long, and your trout has discovered your trickery and spit the fly out. The best advice given to me was to strike at about the same speed as a trout takes your fly. If it’s a slow, confident rise to the fly, pull back on your line and lift your rod slowly, but surely.
If a fish refuses your fly, change to a smaller fly as your first option.
If it’s a rapid, sudden take, pinch your line and lift your rod quickly. And if your fly is "plucked" off the surface, pluck back accordingly. Of course all this is relative, and it takes experience to discern a "pluck" from any other method of take. All said, the best advice for those who consistently miss fish is to slow down your strike speed; slowing down the speed with which you set the hook will solve more problems than it creates.