I'm in the process of setting up my first miningrig. Hardware is done, software and accounts are almost done. As some howto's state, i'd like to set the mining pools of multiple coins to deposit my share directly to a coin exchange, as this enables an autosell option.
I've registered at BTC-e, VirCurEx and Cryptsy. However, when i generate an address, every exchange seems to say direct mining to the exchange is not supported. Could someone clairify this for me? Some direct quotes are provided underneath:
BTC-E:
"We do not support generated transactions from pools like Eligius, P2Pool etc."
VirCurEx:
"Usage of addresses
DO NOT use Vircurex addresses for mining purposes. We cannot credit coins generated (instead of being sent)."
Cryptsy:
"Notice: Do NOT mine directly directly to your Cryptsy deposit address."