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?
Yes, it is always safer to have control of your money. If you put your money on exchanges, they will control it and thus you have many ways to lose it. For example, they could get hacked. Or they could simply disappear with users' money. Too risky in my opinion.
There are exchanges safer and more reliable than others though... and also 200$ is not so much.