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Personally, I like to either leave a table and go to a new table or cash out to the max buy-in whenever I double or perhaps triple up. I'm not a big fan of having too much money at the table with me for the plain and simple fact that it is always very possible to get caught in a big hand and lose everything that you've built up to that point.
Secondly, at least from my experience, having a huge bankroll seems to inhibit any action to me when I have a big hand and I raise. People are more apt to call a person with a bankroll closer to the max buy-in.
There's something to be said for being the big stack and controlling the table but I think this has far less impact online (since people can simply leave a table when they feel they are being bullied) than in B&M.
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