Pink cups and pyrex cups are good. I don't know what's going on, but you can't tighten the collets tight enough to hold the electrode in place. It seems to me that the slots cut in the collet to compress and grip the tungsten aren't wide enough and there are only 2 cuts, not 3 or 4. Either that or something isn't to the right length and the Collet machined not advancing far enough to tighten.
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