Maybe we choose both because it depend in situation stock exchange if my coins are not for long term investment but if i want to keep i can hold my coins

personally I use my wallet to store my crypto since its the safest way and you have the private keys and if you are for long term investment.. If you are a short trader you go for exhange but the always accept the risk that the exchanges might be hack

You can set a separate purse for each crypto currency. This approach provides a safe way to store digital currencies, since each of these wallets allows you to control the private key.

"I'm not sure how savvy you are on exchanges, but I'll highlight a few good exchanges that are quite popular and have high volume of trading..
Poloniex - https://poloniex.com
Bittrex - https://bittrex.com/
Coinbase - https://www.coinbase.com/
when you have enough knowledge ab exchange and wallet, you can make a choice"

i keep all of my coins in my wallet, hardware wallet because it is safer.

If i just want to keep the coins i will choose wallet, putting coins in exchange is something i classified as risky, even the biggest exchange can close down overnight and just give an explaination of not enough funds for operation or some similar explaination. Even if you can get back your tokens the whole process will be complicated and time consuming.

For longterm investments of course cold wallets are best. The second reason why wallets better is that you can withdraw your money with better chance. When market is unstable most exchanges stop withwraw with "technical" reasons.

If you are a long term holder then i will suggest to use a wallet because its much safer to store your coins in a wallet than a exchanges, the only disadvantage of holding coins in a wallet is when the price of coins went up very fast and its hard to sell you're coin immediately because it will take time to confirm you're deposit.

It is very easy .
If you are after safety and holding then wallet, definitely wallet.
If you want to do some regular or semi-regular trading you dont have a much of choice, you have to use exchange otherwise it will become expensive and messy and frustrating going back and forth between mew and exchanges.

For secure purposes its just wallet . If going to stock many tokens. Always secure your private key if you have a wallet.