Creating textfile with MQL4

I am trying to create a textfile with MQL4. No sucess. It just doesn't work. A very simple script:

    void OnStart() {
      string terminal_data_path=TerminalInfoString(TERMINAL_DATA_PATH);
      string filename=terminal_data_path+"\\MQL4\\Files\\"+"teste2.txt";
      int filehandle = FileOpen(filename,FILE_WRITE|FILE_TXT);
      FileWriteString(filehandle,"teste");  
      FileClose(filehandle); 
   }

This fires error 5002. OK, the file does not exist. I thinked that the script will create the file.

So, I decided to create an empity "teste2.txt" with notepad in the folder. The same error.

Can someone help me?

Thanks

The file is written by default in .../MQL4/Files, so just writting that code works (it creates a file named teste2.txt with teste written in it in .../MQL4/Files) :

void OnStart()
{
  int filehandle = FileOpen("teste2.txt",FILE_WRITE|FILE_TXT);
  FileWriteString(filehandle,"teste");  
  FileClose(filehandle); 
}

Of course you will need to check the return of the FileX functions (FileOpen, fileWrite, FileClose, etc)