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The Annie Hall filmmaker also told The Daily Telegraph that he is not helped by his past experience.
Allen said: "It doesn't work that way. It's a new thing each time so you never learn anything. When I'm making a film I never learn anything that will help me on the next one.
"There's not much pleasure in directing. I get up very early and come to the set and stand around all day while the cinematographer spends three hours lighting the set."
He added: "Then I get 30 seconds to do the scene and then we move on and he lights for another three hours and I get another 30 seconds. It's tedious. I don't do it in order; just a piece here and a piece there.
"The pleasure is when I get home and look at all the footage and sit down and put it together and put in the music and make it look like something."
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