The first step is getting over the false idea that you are playing to win. Nobody with a gambling addiction plays the games to win. All winnings go straight back in.... perhaps not on the same day, but over several.
It all comes down to poor impulse control. Gambling makes you feel good while you're doing it, then you crash hard when the money runs out. So to make yourself feel good again for a short period of time, the next pay check goes into the machine as well.... it's a vicious cycle.
Gambling is like crack. I've done both.
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Prof-Diagnosed: Aspergers Syndrome (I still call it that!), Dyspraxia, Dysgraphia
Self-diagnosed: ADHD-PI, Social Anxiety, Depression
Treatment: 5-HTP, Ginkgo Biloba, Omega-3, Pro-Biotics, Multi Vitamin, Magnesium