Some people says that the wrost thing to do is leave your bitcoins in some exchange.
I have 200 usd of btcs in Payeer, it is a online wallet but it also has a exchange.
Do you recommend to me to move this bitcoin to a wallet like Electrum?
Leaving bitcoin in an exchange is not very recommended and it is better to leave bitcoin in desktop wallet and electrum is the best among others and highly recommended.
What a contradictory statement you got there.
By the way, leaving money in exchange is fine if the amount is small, otherwise if you have some amount of BTC which you consider as big enough for you, it's better to save it on your wallet.
an exchange rarely turn to be scam if their company is legal, but still, prevention better than a cure.