Task: Penney's game
C++: #include <time.h>
#include <iostream>
#include <string>

using namespace std;

class penney
{
public:
    penney()
    { pW = cW = 0;  }
    void gameLoop()
    {
	string a;
	while( true )
	{
	    playerChoice = computerChoice = "";
	    if( rand() % 2 ) 
	    { computer(); player(); }
	    else
	    { player(); computer(); }

	    play();

	    cout << "[Y] to play again "; cin >> a;
	    if( a[0] != 'Y' && a[0] != 'y' ) 
	    {
		cout << "Computer won " << cW << " times." << endl << "Player won " << pW << " times.";
		break;
	    }
	    cout << endl << endl;
        }
    }
private:
    void computer()
    {
        if( playerChoice.length() == 0 )
	{
	    for( int x = 0; x < 3; x++ )
		computerChoice.append( ( rand() % 2 ) ? "H" : "T", 1 );	
	}
	else
	{
	    computerChoice.append( playerChoice[1] == 'T' ? "H" : "T", 1 );
	    computerChoice += playerChoice.substr( 0, 2 );
	}
	cout << "Computer's sequence of three is: " << computerChoice << endl;
    }
    void player()
    {
	cout << "Enter your sequence of three (H/T) "; cin >> playerChoice;
    }
    void play()
    {
	sequence = "";
	while( true )
	{
	    sequence.append( ( rand() % 2 ) ? "H" : "T", 1 );
	    if( sequence.find( playerChoice ) != sequence.npos )
	    {
		showWinner( 1 );
		break;
	    }
	    else if( sequence.find( computerChoice ) != sequence.npos )
	    {
		showWinner( 0 );
		break;
	    }
	}
    }
    void showWinner( int i )
    {
	string s;
	if( i ) { s = "Player wins!"; pW++; }
	else { s = "Computer wins!"; cW++; }
	cout << "Tossed sequence: " << sequence << endl << s << endl << endl;
    }
    string playerChoice, computerChoice, sequence;
    int pW, cW;
};
int main( int argc, char* argv[] )
{
    srand( static_cast<unsigned>( time( NULL ) ) );
    penney game; game.gameLoop();
    return 0;
}

VB: Option Explicit

Private Declare Sub Sleep Lib "kernel32" (ByVal dwMilliseconds As Long)
Private Const HT As String = "H T"

Public Sub PenneysGame()
Dim S$, YourSeq$, ComputeSeq$, i&, Seq$, WhoWin$, flag As Boolean

    Do
        S = WhoWillBeFirst(Choice("Who will be first"))
        If S = "ABORT" Then Exit Do
        Debug.Print S; " start"
        YourSeq = Choice("Your sequence", 3)
        If YourSeq Like "*ABORT*" Then Exit Do
        Debug.Print "Your sequence : " & YourSeq
        ComputeSeq = vbNullString
        For i = 1 To 3
            ComputeSeq = ComputeSeq & Random
        Next i
        Debug.Print "Computer sequence : " & ComputeSeq
        Seq = vbNullString
        Do
            Seq = Seq & Random
            Debug.Print Seq
            Sleep 1000
        Loop While Not Winner(ComputeSeq, YourSeq, Seq, WhoWin)
        Debug.Print WhoWin; " win"
        If MsgBox(WhoWin & " win" & vbCrLf & "Play again?", vbYesNo) = vbNo Then flag = True
        Debug.Print ""
    Loop While Not flag
    Debug.Print "Game over"
End Sub

Private Function WhoWillBeFirst(YourChoice As String) As String
Dim S$
    S = Random
    Select Case YourChoice
        Case "ABORT": WhoWillBeFirst = YourChoice
        Case Else:
            WhoWillBeFirst = IIf(S = YourChoice, "You", "Computer")
    End Select
End Function

Private Function Choice(Title As String, Optional Seq As Integer) As String
Dim S$, i&, t$
    If Seq = 0 Then Seq = 1
    t = Title
    For i = 1 To Seq
        S = vbNullString
        Do
            S = InputBox("Choose between H or T : ", t)
            If StrPtr(S) = 0 Then S = "Abort"
            S = UCase(S)
        Loop While S <> "H" And S <> "T" And S <> "ABORT"
        Choice = Choice & S
        t = Title & " " & Choice
        If Choice Like "*ABORT*" Then Exit For
    Next i
End Function

Private Function Random() As String
Randomize Timer
    Random = Split(HT, " ")(CInt(Rnd))
End Function

Private Function Winner(Cs$, Ys$, S$, W$) As Boolean
    If Len(S) < 3 Then
        Winner = False
    Else
        If Right(S, 3) = Cs And Right(S, 3) = Ys Then
            Winner = True
            W = "Computer & you"
        ElseIf Right(S, 3) = Cs And Right(S, 3) <> Ys Then
            Winner = True
            W = "Computer"
        ElseIf Right(S, 3) = Ys And Right(S, 3) <> Cs Then
            Winner = True
            W = "You"
        End If
    End If
End Function