A working way is to write MY_FILE as a parametric macro:
#define MY_FILE(x,y) "/home..." #x #y
EDIT: As noted by "Lindydancer", this solution doesn't expand macros in arguments. A more general solution is:
#define MY_FILE_(x,y) "/home..." #x #y
#define MY_FILE(x,y) MY_FILE_(x,y)