I dont know why i should not keep my coins in exchanger if i am carefully then i think that nobody cant stole my money from my wallet so i keep my money in exchanger really long time and it is still there in exchanger.
I think you haven't used bitfinex and cryptsy before, because those who think same like you and have stored their bitcoin in those exchanger have already lost all. So if you have to keep bitcoin in exchanger for active trading try to keep bitcoin in multiple exchangers.