At any point you can't stop. Generally If you keep withdrawing money, or spend more money than you intend to or borrow money to keep gambling, it's become an addiction. The most difficult part will be telling yourself no, that enough is enough. You ARE NOT going to win. Your luck will not change, and you need to accept this. The most dangerous thing you can say to yourself is "What if?" or "Maybe next time?" In this case being optimistic is a hindrance. I've always found it helpful to bring a set amount of money and leaving when I'm done. I don't ever gamble with money I can't afford to live without and I never gamble with the idea that I'm going to make money, because you generally don't. Even people who win the lottery have usually spent years or even decades spending thousands of dollars for that maybe, and for everyone who wins, there are countless thousands who don't.