When should you move your bitcoin to your external wallet

I’m newer to the game and was wondering when do you guys normally move your bitcoin from an exchange to your external wallets? I’m currently DCA and was planning on transferring most of it to my cold wallet but not too sure what the best method is to get around the fees from withdrawing. Do you guys wait to have a good lump sum before withdrawing or do you move your bitcoin to your cold wallets right away?