martingale.R

# Martingale Betting System

# initialize parameters ---------------------------------------------------
init_start <- 12800
init_goal <- init_start + 1000
init_bet <- 100    # initial bet value
prob_win <- 0.47   # probability of win
n <- 500000        # simulation count

# run simulation ----------------------------------------------------------
cnt_win <- 0
set.seed(123)

for (i in 1:n) {

  curr.val <- init_start
  curr.bet <- init_bet
  
  flag_end <- FALSE
  while (!flag_end) {
    
    if (runif(1) < prob_win) {
      curr.val <- curr.val + curr.bet
      curr.bet <- init_bet      # reset bet value if round won
    } else {
      curr.val <- curr.val - curr.bet
      curr.bet <- curr.bet * 2  # double bet value if round lost
    }
    
    if (curr.val <= 0)
      flag_end <- TRUE
    
    if (curr.val >= init_goal) {
      flag_end <- TRUE
      cnt_win <- cnt_win + 1
    }
  }
}

cat("Win probability:", cnt_win/n, "\nLose probability:", 1-cnt_win/n)