for a missed approach that starts before the Outer Marker or it's published equivalent position (eg: DME distance) or 1000' AAL you're supposed to maintain your present course and altitude and get a clearance from the ATC.
after the OM, etc, the published GA trajectory has to br followed.
that's the theory. if you don't have ATC or if it's the same as not having ATC, or if something's dodgy that's when you exercise your judgement. if you're VMC it's easier.
safe flying and have fun