domain redirect

Hi,

Which option will be better?
1. Have a Custom Domain "www.MyDomain.com"
2. Redirect an extern That domain name you own to your board

I have a forum on forumotion about 2 years. At this time, the domain has gained strength in terms of SEO.
But now I want to change the domain to a unique.
I would like to make the new domain of strength took over the old domain.
In this situation, which option is better 1 or 2?

it seems that one option does not change anything, because the site operates under two addresses. And the second option seems to be good, because the old domain directs traffic to the new domain also in terms of seo.

Please advise me. I'm sorry for my poor English.

Regards