It comes with a habit, just set a specific amount and your winning goal do not allow more money to pour in after you lose and stop when you reached your winning goal, it's impossible to win always and at the same time save money.
One or two lose is ideal to stop already within that day if you have experienced that.
Saving needs discipline and you need to apply that in every measures, in winning and losing. But I don't think that it's impossible save money, you can always choose to save money. It's about on how eager you are with your plan of saving.