Having a control with yourself especially while gambling is the best attitude that a gambler needs. Because if you can control yourself then you will be able to limit your losses and not losing everything you have deposited in one site. Same in having a limit if you are winning because if you are winning and keep playing time will make you lose because in the long run house always win. As myself i already able to control myself because i learned from my own experience, in the past i kept losing because i am chasing my losses and i want to recover that is why instead of recovering i lose all my balance.
To limit yourself when you are winning only makes sense if you are playing a game with a house edge, if you are playing a game like poker there is no reason to stop when you are hot because it means you are in a table with lots of players that are not in your level so every hand that you stay there will give you chances to improve your bankroll.