Alfredo:

  The difficulty you face  comes from  the issue  of core knowledge.  A persons vocabulary derives from the specific knowledge that they have.  There are basic questions in life which generate ideas, and the vocabulary associated with those ideas has to be   complete so that it serves for a foundation.

   In other words, the difficulty is this  in response to the basic question about  "what"

The answer is...."everything".   Of course, you already know that. To have a complete vocabulary you must be familiar with "everything".

  So, starting with the fact that you have been trying with   "classic books"  it can be understood that you are reading about "everything".  What may be missing is a specific subject.  The fact is that one specific subject can eventually lead one,  like the branches of a tree  (see "Mind Mapping") to all  other subjects.    (By the way,  when you say "classics"  I hope that means that you read more than "novels".  Novels   can be fun, but they are not always the best way to develop a strong working vocabulary.  I think Non-Fiction is superior for the development of a vocabulary.

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Well, that correction misses some of the points that I wanted to set, but thanks to everyone of you

Hello

I would suggest as Bruce says to choose only one or at most two specifc topics, computers and science for example, which are related, (whatever you need) and use non fiction and good quality news articles. In addition, write text on the Italki notebook, this will help with correction and to get a more natural way of writing and talking. I would suggest speaking to native speakers on Italki and find news articles from a good paper, not a low quality chat or celebrity paper to talk about with them on Skype etc. Talking on a more advanced topic is also beneficial to your learning and more interesting too. Suggest you choose articles related to your chosen one or two topics as this will hone in your advanced skills.

It sounds too that you need some challenges and tasks to get you to think more about how to structure sentences etc. Here is a link to some advance tasks but you can decided what you want or not want to do. http://www.esolcourses.com/content/topicsmenu/advanced-ielts.html

In answer to your other question I would say

Hello, I've been speaking English for many years, and I'm looking forward to improving it.

Although I know I still make mistakes now and then, I feel that I've reached a decent level as a foreign English speaker, so now I'm looking to take the next step.

I already know most of the vocabulary, and the occasional word that is used in movies, videogames, songs, and modern books, so, sure they are always helpful, but I am looking for a little more.

I've tried reading classic books and writing down every new word that's not used so frequently in ordinary language, but, what would be your advice? How would you learn a language at an advanced level?

   Oh, and by the way,  I left out the subject of Finance.  So, granted that some people follow

investments and finanical subjects  to satisfy their pursuit of goals and interests, we must include that.

  I do not know where your interests  are  Alfredo, but your reading interest will be most beneficial for your  development in English, if your reading  focus on a specific subject.

  Most  reading  reduces to a handful of basic subjects such as    Science,  Law,  Philosophy, Theology, History,  Arts,   Political subjects and so forth.  If you focus your reading   in any specific area,  your vocabulary can assume a specific area of strength. This is the faster path to what you seek, because is provide a solution to the difficulty presented when you give consideration to reading and studying

..."everything".