Thx for the tips guys!
Always try the wallets whose private keys are known by only you. This means don't use exchange wallets for ethereum. For this you can try myetherwallet web site or mist. Both are good. I also heard about "parity" but I did not use it before.
So when I trade i just transfer the ether amount i need to trade from myetherwallet.com to the poloniex acc. and keep the part I want to hold in my wallet if I understand right.