Deciding when to stop playing involves assessing various factors, including your financial situation, emotional state, and overall enjoyment of the game. It's important to set a predetermined budget or limit before starting to play and to stick to it diligently. Additionally, recognizing signs of fatigue or frustration can indicate it's time to take a break or end the session. If you're experiencing more losses than wins or if gambling becomes less enjoyable and more stressful, it's wise to walk away.