Welcome to the PF, pablos. I think you will enjoy your time here.
I definitely encourage you to continue to pursue all of your interests and passions in math, physics and engineering. That is definitely a great path to go down, and you really don't have to make any big decisions about which one to focus on until near the end of your sophomore year in college. That's when you would decide if you still want to double major, or if you want to focus on one path. The "lower division" courses (first 2 years of college) are very similar for EE ahd Physics, and not that different from Math.
In the mean time, definitely keep pursuing your interest in math and physics and science in general. What year are you in HS? What science fair projects have you done so far? Does your HS have a physics club, a math club? Have you put together an electronics project kit or two yet? There are lots of things you can do now, that will help you learn more in the sciences, and also help you get ready for your undergraduate degree decisions.
For the record, I was planning on an EE/ME double major when I entered undergrad, but quickly found out that my main passions were Physics and EE. I ended up deciding to get the BSEE and MSEE degrees for financial reasons, but Physics was still my first love...