原来数据文件夹就在MT4安装路径，最新版的MT4将数据文件夹和主程序分离了，分离后的数据文件夹路径C:\Users\User_account_name\AppData\Roaming\MetaQuotes\Terminal\Instance_id，如果你实在搞不清楚在哪里，简单办法就是点击“文件”→“打开数据文件夹”
如果之前MT4安装在其它盘没有这种烦恼，如果你是第一次安装MT4，这样的设计真的很蛋疼，分离后的数据文件夹默认在C盘（貌似没有修改路径的地方），这样会导致C盘完全不够用了，如何修改呢？
这里我们要用的MT4的工程模式了，方法：在MT4快捷方式的目标位置后加入后缀 /portable
一定要在斜杠前面加空格！
比如，关闭MT4后，鼠标右键点击我的桌面上MT4图表，属性，快捷方式，目标，默认是"D:\Program Files\MetaTrader NordFX\terminal.exe" 在末尾处添加/portable保存就可以了，即"D:\Program Files\MetaTrader NordFX\terminal.exe" /portable
再次打开MT4，你会发现数据文件夹已经在mt4安装路径重新建立了，如果你之前有指标或ea，需要将C盘的数据文件夹覆盖过来就可以了。
附百度图文教程:
http://jingyan.baidu.com/article/fec4bce2459b03f2618d8b9c.html
附官方英文说明:
Terminal: Changed the terminal data structure andstorage location - now, the data of each installed terminal is stored in aseparate terminal data folder.
Since the release of MetaTrader 4 platform in 2005,selected terminal installation directory was also the place where all datanecessary for work (terminal logs, templates, profiles, quotes, etc.) has beenstored. But with the release of Windows Vista in 2008, all Microsoft operatingsystems implement serious limitations of user privileges in order to protectthem against malicious programs and to prevent applications under one useraccount to change or damage the same program's data necessary for another useraccount.
Starting with Windows Vista, User Account Control(UAC) mechanism was introduced. The main idea of implementing the mechanism isthat the application's unchangeable data stored in the installation directoryshould be separated from user's data modified by this application during itsoperation. Thus, all data of each user should be stored in a separate folder.You can find more information about UAC in Windows help or the Wikipediaarticle.
In the new version, all data of a certain user workingwith MetaTrader 4 terminal from a separate installation directory are stored inthe terminal data folder. This folder can be found on a system disk (a diskwith installed Windows operating system) along the following path
C:\Users\User_account_name\AppData\Roaming\MetaQuotes\Terminal\Instance_id
where:
* С: - name of a system disk;
* User_account_name - user's account for working inWindows;
* Instance_id - unique name of the folder where theentire user's data for working with a certain copy of MetaTrader 4 terminal isstored.
"Open Data Folder" command has been added toFile menu of the terminal for searching and opening the data folder.
file:///C:/Users/ADMINI~1/AppData/Local/Temp/msohtml1/01/clip_image004.gif
The root of each terminal data folder also containsorigin.txt file where you can find the path to the installation folder of theterminal this data refers to. This allows users to reversely match eachterminal data folder with a certain terminal installation directory, forexample, in case when several copies of MetaTrader 4 terminal are installed bya user. This type of working with the terminal when the data folder isseparated from the installation one is the main mode and highly recommended forsecurity reasons.
The terminal can also be launched in the so-called Portablemode (as in previous MetaTrader 4 builds). In that mode, the data is stored andrecorded in the installation folder. To do this, use "/portable" key.For more convenience, you can create an additional terminal launch shortcutwith the appropriate name on your desktop and add the key directly to theshortcut:
