I'm planning a baby with my wife but taking some steroids like winstrol and oxyandrolone will it effect to baby in any way?

No: Your sperms won't carry these. I wish all three of you the best. I'm very glad you're pursuing fitness. Since you're in a stable and loving relationship, why not switch to natural bodybuilding? Most women prefer it. You'll be more mellow -- being a dad-to-be will be tough enough. And the whole experience of being an athletic family will be more wholesome. The kid will be lucky.