Soldiers, that is the non commissioned ranks, tended to stay with their units although there were obviously many many exceptions.
Officers, as your relative, on the other hand would move more frequently as they move up the promotion ladder. In 1820 he was probably a major, he has moved up the ranks by 1841 and later has achieved Major General's rank. It may be possible to track his career in parts through the promotions published in the London Gazette and the Army Lists, both on line. Would you like to give his name?
MaxD