First of all, I would personally recommend wearing maybe a tight body suit under that outfit, but that's just what I'd do.
Anyways, you're defiantly going to need lots of support on your feet, and great balance. Maybe carving a dense sponge into the shape of your feet in a somewhat ballerina point might work? Then you could use an armour tutorial for the rest of it.
This might not be to your liking, but perhaps you could lay the blade(?) flat across the arm armour? Or even just not have any space inbetween it, and construct the basic shape out of some type of wire. I hope this helped, even if only a little.
“I'm naked underneath my clothes.”
-----//*[future] COSPLAY PLANS//-----
*I want to wait for the braces process to be over and stuff (relatively in two years) so yeah... in the future.
•Javert •Eponine (Les Misérables)