I think diplomacy is quite important in this game. Closed borders might be a viable tactic and gets you plenty of silver, but attacking traders will lose you roster support. And yeah, roster support is the big gamble in this game. You can have 10,000 shiny troops, but if you're vastly outnumbered on the roster you will lose. A little unfair, but what can you do? (Except try not be a dick on the forums).