It's called arbitrage trading. Here's why all the prices aren't the same:
-There's a "spread" on most exchanges, which is the difference between the buy and sell prices.
-Some exchanges have high fees (e.g. Coinbase)
-Some exchanges are dysfunctional (Bitfinex, BTC-E, Chinese exchanges), and some exchanges are also extremely shady/annoying when you move large amounts (BTC-E, Poloniex and more).
Overall doing arbitrage with several exchanges can get very hard. There are some minor opportunities with the extreme price fluctuations that go on, but they're gone very fast. I don't recommend you get involved unless you know what you're doing or you can trade with foreign exchanges (like South Korea).
good pointers sir
i also trade in multiple accounts first yes for arbitade purpose but now with high fees and traffic i seldom do arbitrade
but its an advantage having accounts on different platforms i do trade most of the times on poloniex but sometimes the market moves so fast and sometimes its laggy
bittrex is also a good platforms it has more altcoins compare to poloniex
i also have accounts on ccex and yobit sometimes its also okay risking on this platforms, theres profit on shitcoins sometimes haha
i also have accounts in livecoin and crytopia