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Blackjack 5 hand mode. Video Slots Blazin' Buffalo. Video Poker 25 line Aces and Faces. It wouldn't make much sense to end a session using the Martingale theory on a losing hand. It would be better to have the simulation repeat the set of games many times and then produce the outputs as a distribution of values.

That way you could see how likely it is to reach a certain level of winnings and maximum bet. I find this interesting and I think I will go ahead and code this.

It looks like about 4 hours of work total for me so I should have some results to report later this week. Please let me know if this makes sense to you.

That does make sense What do you think you will code in? I've done some basic simulations in Excel, and I might even be able to contribute something of my own here.

I usually use AWK to create a command line program. AWK is a precursor to Perl. My understanding is that the probability, p, of a win for the player can be expressed in terms of the house edge h. This can be built using the random number generator. Say we generate a random number between 0 and 1. If the value is less than or equal to p we return true, else false. I can tinker with this some more tomorrow. Experts Exchange Solution brought to you by Your issues matter to us.

I did a quick program in awk tp produce some results. I ran experiments with hands dealt per experiment. I used a house edge of 0. We play until have 1st win at or more games. There is no such thing as a Martingale theory. What there is, is a Martingale system for losing money.

It was a good read, thanks. Perhaps I will go to Lost Wages Nevada to test the double-the-bet technique. It is worthwhile to note that a statistical analysis is not a simulation I think different casinos have some variation of the rules so a simulation would apply based on a specific set of rules.

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