You can set Metatrader as "portable", it will then store the Data Foler files into the Metatrader directory (where the setup has been made).

You just need to create a shortcut with :

Code:
 /portable
After the location.

Example :

Code:
"E:\MT4\MetaTrader 4 IC Markets 2\terminal.exe" /portable
This particle is a key (or a command).

You can add multiple keys if wanted :

Code:
"E:\MT4\MetaTrader 4 IC Markets 2\terminal.exe" /skipupdate /portable
It can be useful if you want to spare the drive where Windows is installed.