Never keep ANY of your bitcoins in an exchange, You can make a new PC wallet in few seconds and it's as easy to use as any exchange wallet, You should just keep the BTC you are using to buy/sell crypto's with or the like, I don't know why people are still using BTC-E, Coinbase and Circle as actual wallets.
Actually for daily traders it is hard to keep on depositing and withdrawing daily for trading and this is also quite time consuming process so it may be late for trader to grab profit as market keep on moving quickly and there is always delay while getting confirmation when depositing to trading platform. However i agree that no one should consider trading platform as bitcoin wallets and better to use multiple exchanger if you have to hold bitcoin for trading.