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Again, that depends on person to person but for me I would never gamble more than 10% of my savings.
So that's my threshold limit in gambling.
10% is about a right threshold, in my opinion. It is like the maximum one can lose without suffering too much from it. Only don't try to chase your losses because those 10% can turn into 50% and more, like I did yesterday, losing with that 6 times more than I could afford to lose in one day. I should have stopped after reaching my threshold, but I din't, and I even glad I didn't win in the end, because because I wouldn't learn my lesson from this then.