It would not be unfeasible for you to perhaps start your own shadow jedi group up one day.
That is however, probably best for something in the future, seeing as you are quite new here, best to get a feel of the place and get to grips with your own character before attempting something like that.
Perhaps your character could initially seek out either or both Jedi and Sith training in the meantime, then when you have progressed enough , your charater could decide to follow his own path as it were.
Did I just confuse you more?
I'm just wanting to show you that there is room for flexibility, but it would be good to get established first, (should you decide to follow my suggestion).
Don't run before you can walk and all that...