Generating and storeing keys on usb pen

[rocko]

I want to generate a new key pair, but i want to save it to 
a usb pen drive so i can keep it safe.
I don't want any gpg keys stored on my laptop, in case it gets
lost or stolen, the culprits won't have access to my gpg keys.
So my questions is how do i tell gpg to look for my keys on a 
usb pen drive so i can encrypt and decrypt files on my laptop?

I looked in the 'How To's' and 'Guides' but didn't see anything
on generating keys on a pen drive.

Can i envoke a 'path' to my keys when i run gpg?
"gpg --encrypt path_to_keys_on_usb_drive filename"