Stellar XLM:
For Stellar XLM, follow the instructions provided on
https://support.ledgerwallet.com/hc/en-us/articles/115003797194-How-to-install-and-use-Stellar-. I moved some stellar to my ledger nano s from an exchange some weeks ago with no problems following the procedure.
Keep in mind that, as shown on the instructions, you need to install the Stellar app on the Ledger Nano S first. For this step you need to use chrome. Also, you might have to delete an app in order to load a new one onto ledger nano s. This only deletes the app, not the stored crypto.
TRON TRX:
Tron is an ERC-20 Token based on ETH. That means that the ETH wallet stores it, but on ledger nano S it is not trivial to see tokens. In fact, you need to use MyEtherWallet (MEW) alongside ledger nano s to best view the tokens. See
https://support.ledgerwallet.com/hc/en-us/articles/115005197845-I-don-t-find-my-ERC20-tokens-on-my-Ledger-device.
Transfer is done a you would with ETH, but what you will receive is tokens that are viewable through MEW.
For more info, google it.
Lastly, moving from an exchange to your wallet has a cost. On Binance for example the fee for Stellar was very low last time I checked. Tron on the other hand added up to 10$ roughly in my case. Check your exchange fees before transfering to your wallet.
