# Martingale simulation by Matt Asher
# Created for StatisticsBlog.com
potSize = 1000

# Win percent
p = .5

iter = 1

potHistory = c(potSize, rep(NA, 999))

betSize = 1

while(potHistory[iter] > 0 && iter < 100000) {
	iter = iter + 1
	
	# To increase efficiency, we're going to play a fun little game.
	# Since we don't know how big the history will be, we're going to 
	# increase our vector size in chunks instead of one at a time
	if(iter %% 1000 == 0 ) {
		potHistory = c(potHistory, rep(NA, 1000))
	}
	
	result = runif(1)

	if(result > p) {
		potHistory[iter] = potHistory[(iter-1)] + betSize
		
		# reset our bet size
		betSize = 1
	} else {
		potHistory[iter] = potHistory[(iter-1)] - betSize
		
		# Double down!!!
		betSize = betSize * 2
	}
}

plot.ts(potHistory, col="blue", lwd=3, main="Pot size over time", xlab="Bet number", ylab="Pot size")
abline(h=0, col="gray")