Is there any way to gauge that I'm training correctly?

Yes.

If you have coordinated your breathing together with the pace of your training, you shouldn't be huffing and puffing whilst practising. This mean you should be able to talk without gasping when training at your optimal intensity. If you can't, you should slow down your training pace. 

You shouldn't be feeling any strain when holding your stance during the course of practice.  If you are experiencing pain in your knee joints, STOP immediately and have your instructor adjust your postulation.  It means your knees are collapsed or your foot  is turned out at a wrong angle, knees are way over your toes etc.

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