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 :
After the location.
This particle is a key (or a command).
"E:\MT4\MetaTrader 4 IC Markets 2\terminal.exe" /portable
You can add multiple keys if wanted :
It can be useful if you want to spare the drive where Windows is installed.
"E:\MT4\MetaTrader 4 IC Markets 2\terminal.exe" /skipupdate /portable