OronD has given you some good advice. Being from the same country you are, I'd like to add a little more.
Lots of people do what you are considering every day. In my state, Michigan, we export more skilled people to other states than anyone. We also suffer from the highest unemployment rate of any state, including the states mauled by the hurricanes. Yet there are jobs here that go begging for some one desperate enough to work there. Obviously, I would not recommend some of these jobs except to an enemy, which is why they go unfilled, they are terrible and long term will cause you health problems.
But, I'm digressing. If you don't want to move, and you can't find a decent job, it is time for you to make your own job. This takes more self-responsibility than working for someone else, but the opportunities are almost limitless. I don't know enough about you to advise what you should do as far as working for yourself. What are your skills, your education, experience, physical assets, your interests, who do you know, and etc.
This has always been the land of opportunity and the streets truly are paved with gold if you know how to look for it. I know that's a pollyanna way of looking at it, but if you aren't positive, you won't succeed.