Not even close. My dreams tend to have a limited emotional effect on me and usually range from mild annoyance (dreamt about how a previously solved problem reoccured) to mild content (dreamnt how I found some ancient coins in the dirt). And as soon as I wake up the feeling disappears within seconds.
An INTP friend of mine once asked me how often I get nightmares. I said that I don't get nightmares - in turn he suggested that I might not be human. I suppose that possibility cannot be fully discounted.