In the below example I have created Custom Animation while Switching Activity. Here I have created two activity, In first activity I have added left and right xml using methodTransition() and in Second activity I have added top and bottom xml. All these xml (right,left,top,bottom) are created in anim folder. In main.xml and main2.xml I have added button for switching activity. You can see below example code it will clearly describe you how to make Custom Animation switching Activity.

Step(1)MainActivity-

public class MainActivity extends Activity {

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_main);

        Button switchButton = (Button)findViewById(R.id.switchbutton);
        switchButton.setOnClickListener(new View.OnClickListener(){

            @Override
            public void onClick(View arg0) {
                Intent intent = new Intent();
                intent.setClass(MainActivity.this, Main2Activity.class);
                startActivity(intent);
                overridePendingTransition(R.anim.right_in, R.anim.left_out);
            }});
    }

}

Step(2)activity_main.xml
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    xmlns:tools="http://schemas.android.com/tools"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:paddingBottom="@dimen/activity_vertical_margin"
    android:paddingLeft="@dimen/activity_horizontal_margin"
    android:paddingRight="@dimen/activity_horizontal_margin"
    android:paddingTop="@dimen/activity_vertical_margin"
    android:orientation="vertical"
    tools:context=".MainActivity" >

    <TextView
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="Evon"
        android:textSize="25dp"
        android:textColor="#FF4081"
        android:textAlignment="center" />
    <Button
        android:layout_gravity="center"
        android:id="@+id/switchbutton"
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="Click" />


</LinearLayout>

Step(3)Main2Activity-
public class Main2Activity extends AppCompatActivity {
    @Override
        protected void onCreate(Bundle savedInstanceState) {
            super.onCreate(savedInstanceState);
            setContentView(R.layout.activity_main2);

            Button backButton = (Button) findViewById(R.id.backbutton);
            backButton.setOnClickListener(new View.OnClickListener() {

                @Override
                public void onClick(View v) {
                    finish();
                    overridePendingTransition(R.anim.bottom_in, R.anim.top_out);
                }
            });
        }

    }

Step(4)activity_main2.xml
<RelativeLayout xmlns:android="http://schemas.android.com/apk/res/android"
    xmlns:tools="http://schemas.android.com/tools"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:paddingBottom="@dimen/activity_vertical_margin"
    android:paddingLeft="@dimen/activity_horizontal_margin"
    android:paddingRight="@dimen/activity_horizontal_margin"
    android:paddingTop="@dimen/activity_vertical_margin"

    tools:context=".Activity2" >

    <TextView
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="Dehradun"
        android:textSize="25dp"
        android:textColor="#FF4081"
        android:textAlignment="center" />

    <Button
        android:layout_marginTop="60dp"
        android:textAlignment="center"
        android:id="@+id/backbutton"
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="Back" />

</RelativeLayout>
Step(5)Cretead bottom.xml layout in (anim folder)
<?xml version="1.0" encoding="utf-8"?>
<set xmlns:android="http://schemas.android.com/apk/res/android"
    android:interpolator="@android:anim/linear_interpolator">
    <translate
        android:fromYDelta="100%p"
        android:toYDelta="0"
        android:duration="500"/>

</set>
Step(6)Cretead top.xml layout in (anim folder)
<?xml version="1.0" encoding="utf-8"?>

<set xmlns:android="http://schemas.android.com/apk/res/android"
    android:interpolator="@android:anim/linear_interpolator">
    <translate
        android:fromYDelta="0"
        android:toYDelta="-100%p"
        android:duration="500"/>

</set>

Step(7)Cretead left.xml layout in (anim folder)

<?xml version="1.0" encoding="utf-8"?>

    <set xmlns:android="http://schemas.android.com/apk/res/android"
        android:interpolator="@android:anim/linear_interpolator">
        <translate
            android:fromYDelta="0"
            android:toYDelta="-100%p"
            android:duration="500"/>

</set>


Step(9)Cretead right.xml layout in (anim folder)
<?xml version="1.0" encoding="utf-8"?>

    <set xmlns:android="http://schemas.android.com/apk/res/android"
        android:interpolator="@android:anim/linear_interpolator">
        <translate
            android:fromXDelta="100%p"
            android:toXDelta="0"
            android:duration="500"/>

</set>