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?
The entire point of bitocin is that you do not need to trust one single entity to hold your funds for you. If you store your bitcoin with an exchange you are essentially still having to trust someone, and there is really no point of using bitcoin then.
Plus, using a light wallet such as electrum which you don't need to sync means that it's as convenient as storing your bitcoin on an exchange really.
Only difference is that you can't trade instantaneously but most exchanges only require 1 confirmation on the bitcoin network which is only 10 mins. It's worth the wait.