Yeah its a good idea! If only we could get some available data from these gambling sites like on the number of users online per day, total amount of wagered per day and the frequency of visits per user, etc., and correlate this to certain periods where the price of BTC were either bullish or bearish, then I think we could probably interpret it more efficiently and consequently arrived at a more accurate conclusion to test our hypothesis.
That will need more observation if we want to get more data from the gambling site. Besides that, I think we can make some tables to knowing how much the number of users online per day as you said, how long their stay at that site, etc. The only things that we do are ask those data from the gambling owner so we can know the real data in each gambling site. But I don't think that the owner will give the data to us since that is their secret