As we all know exchanges can get hacked, caн be down for a long time, can held transactions and so on, so obviously it is not a good idea to keep your coins in them at all times. But then comes the transaction prices, if we move the coins always, we pay extra for the transactions we make. Perhaps the decentralized exchanges where you can directly log in with your wallet will help solve this, as you have the control over your wallet and not the exchanges.
If you are not really afraid of these hacks then go, no one will stop but the handling and liability is upon you after you lost those coins although at times that the exchanges are the one regaining all these coins for there beloved customer they cannot guarantee the full liability out of it especially when the exchange isn't even that popular and doesn't contain much of a trading volumes generally.