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Well.. at the moment are you at the mercy of Coinbase. Then you are at the mercy of Kraken. Why don't you just keep the coins to yourself?

Have any link to a guide on how to do that? Wallet on my own?

Do you really need someone to give you a link? This is the the most fundamental principle of bitcoin and crypto-curencies.

Yes education helps the community grow.

So educate yourself. A search and 100 seconds would answer this question.