After searching on the internet I found some apps and guides for moving data to sd card and just a few for moving to an usb stick using otg cable and after all I didn't get what I wanted.
But after trying a lot I finally did it and if you want to try just do follow the steps bellow:
[ROOT REQUIRED]
Download Folder Mount from google play
Download GL to SD from google play
1) Plug your USB to your phone
2) Open GL to SD press the menu button and select move data.
3) Pick the game you want to move.
Here you should se a loading bar while the app moves the files to the USB stick
If that doesn't happen then go to system settings look for storage options and hit Unmount USB
Wait and mount the usb again and try step 2 and 3 again.
4) If everything goes as spected you should see your game and a blue button next to it saying "play"
5) Open Folder mount and create a new pair with the "+" button
6) Give a name to that pair and select the source and destination (Don't allow the app to move any data when it asks for it)
7) Save the pair and you'll se a gray pin on the right side, press it and it will become green.
8) Go back to GL to SD and you'll see the link button colored in blue.
Now you can play from your USB stick!
But after trying a lot I finally did it and if you want to try just do follow the steps bellow:
[ROOT REQUIRED]
Download Folder Mount from google play
Download GL to SD from google play
1) Plug your USB to your phone
2) Open GL to SD press the menu button and select move data.
3) Pick the game you want to move.
Here you should se a loading bar while the app moves the files to the USB stick
If that doesn't happen then go to system settings look for storage options and hit Unmount USB
Wait and mount the usb again and try step 2 and 3 again.
4) If everything goes as spected you should see your game and a blue button next to it saying "play"
5) Open Folder mount and create a new pair with the "+" button
6) Give a name to that pair and select the source and destination (Don't allow the app to move any data when it asks for it)
7) Save the pair and you'll se a gray pin on the right side, press it and it will become green.
8) Go back to GL to SD and you'll see the link button colored in blue.
Now you can play from your USB stick!
xda-developers