First at all, you need to have a rooted phone.
Then after installing the game and launching the game for the first time it will create the app cache folder. After that just close the game and use any root browser and look for the app cache folder. I)f you are not sure where it is you can use Link2SD and select your game and it will tell you all the application's directories. The app cache should be in a path like this: /data/data/<app name>.
Go to that location with your root browser and select that folder and move it to your SD card second partition (for example /data/sdext2/) the exact location of your SD card second partition will depend of the mount point for it. Be very careful with what folders do you move.
On the folder where you moved the app data folder look for it and select it and select "Link to this folder", go back to the folder /data/data and create the link.
That should do it.
Please note: All this process can be done from command line, but I really only use android command line if the phone is connected to my PC and sometimes I do not have a PC with me.
Sony Xperia P
Retired devices: Motorola Atrix HD - SonyEricsson Xperia neo - Nokia E63
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