Is it better for a player to bet everything on one turn, thus doubling their money in one turn. Or is it better to use a progression with the goal of playing until their bankroll is doubled or lost?

What is your opinion?

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http://www.gamblingandcasinoguide.com/martingale.html

If a player can win 1/3, then use what ever comes to mind.  Like poker, wins should be common and losses should be rare.  This is the difference between a rookie and a pro.  This also applies at Roulette   ER or AR.