The key is even if you are chasing your losses, you shouldn't risk more than you can afford to lose. Yes, it might be a painful loss, but not a catastrophic one still. We, gamblers, all have those unfortunate moments, but it's not like we are losing everything and borrow money to gamble more, like irresponsible gamblers do.
It's not that easy to stop because there are times when you have the means to play again and you just can't stop yourself from doing it again and again until your body gives up. this is how when you feel like you are not getting any peaceful feelings in that place, you should leave and not go there again. Some people go back when they lose their money for the first time or go with their friends but this is not good because if you can't control yourself at this moment, you will end up taking loans or borrowing money until you lose every option you have. Don't be like those people who have lots of money because when they lose their businesses are still there and you on the other hand lose everything you have and you need to start from scratch again.