go your own way

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go (one's) (own) way

To proceed, act, or do things in a direction or manner as one so chooses or desires, especially as is distinct, separate, or different from that of others. After meeting resistance with her partner about how the business should be run, she decided to go her way and open her own law firm. Tom doesn't have a huge amount of friends, but I've never worried about him; he just likes to go his own way in life, and that's fine by me.
See also: go, way
Farlex Dictionary of Idioms. © 2015 Farlex, Inc, all rights reserved.

go your own ˈway

do what you want, especially against the advice of others: Teenagers always go their own way, and it’s no use trying to stop them.
See also: go, own, way
Farlex Partner Idioms Dictionary © Farlex 2017
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References in periodicals archive ?
Lindsey said he was delighted by her return to the group, whose hits include Go Your Own Way and Don't Stop.
If one association is a bit wobbly, this may be a time when it can be transformed into something better, or perhaps it's best for all concerned if you decide to go your own ways. If finances have tightened up, a new beginning can give you cause for hope.
YOUR numbers tell me you have both wanted to go your own ways for years, yet neither of you have made any real moves.