Or how do you set your budget in the first place, do you do it monthly or weekly or it is per session?
Now everyone should set a budget for gambling, if you gamble randomly without setting a budget, you will face huge losses. Now everyone's budget is not the same, some set a weekly budget, some set a monthly budget. In my case, I set a monthly budget, I allocate 3-4% of my income for gambling. Now if the budget is over before the end of a month, then I stop gambling. Again at the end of the month I set a budget and start gambling. In this way, I set a budget for my gambling and spend on gambling which does not affect me financially.
You have a point, it's important to set a budget so you don't just use up everything you have to gamble. But what about the Indisciplined gamblers? They set a budget but they can exhaust it in just a few minutes and even touch their savings as well. They set their budget aside but it's of no use because they don't stick to it, setting out a budget isn't the only thing you should do you must also learn to be disciplined in order to follow the plan you have set for yourself.