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, I definitely advise you to move your bitcoins to safer wallet like Electrum. Storing bitcoin in exchanges is very risky since you don't hold the private key and if there's something happen to your bitcoin in the exchange you're storing it. You can't complaint to the exchange since it is your fault storing it there in the first place.