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 a worst thing to do. Exchanges are vulnerable to some attacks that might result to hacking and loss of assets. If you leave your bitcoins in an exchange then you are exposing it to hackers. Also, the owner of the exchange may steal your coins or hold your coins if they find your funds suspicious. As long as you do not own or control your own private key, you are not the owner of that coin.
Electrum, trezor, or any wallet that lets you control your private key is a good wallet.