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Ah, you've touched upon a sore subject with me in real life, baseball_newbie!
I am a firm believer in the complete game rather than managing by pitch count and the mandatory set up reliever / closer scenario. How many times has a pitcher hit a certain pitch count (the dreaded "100-pitch" barrier, heavens to betsy!), been relieved by a manager managing by the books, and has seen his win disappear as his relief throws the game away. But enough about real life, let's get back to virtual reality.
I say if a pitcher is doing well, nay, dominating the game, leave him in until he shows signs of fatigue (walking a weak hitter, sharply hit double, HR, etc.) Don't just take him out because it's "time." He is a known quantity up until this point, whereas your reliever may or may not be having a good day.
Of course much depends on the score, the importance of the game, and the quality of your relief pitching. Say you have a 1-0 score going into the ninth inning of a playoff game; your starter has 115 pitches thrown, and your closer is premier in the league. No brainer, shutout or not; the closer comes in. If the score is 4-0 during a game in the middle of the season, however, the starter comes out for the ninth and gives up a run or two before I take him out.
Some think that managers owe it to pitchers to give them every chance of a shutout, which is a handsome stat for a pitcher. I agree, except if the season itself is on the line and the situation that I described above applies.
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