Don't go to the ATM. If you don't have the self control to not do that, then leave your bank cards at home. Go out gambling with a set amount of hard cash - if you run out of cash, and have no bank cards on you, then you have no option but to go home.
You have a good advice mate because playing with an access to your resources means unlimited betting,but the problem is the addiction that if they loss they will go home still and get that atm cards to return playing,maybe the best answer here is self control and if you dont have this then never enter gambling