下面是MQL5的源码，MQL4也可以用的。

//+------------------------------------------------------------------+
//|                                                     写入文件.mq5 |
//|                                  Copyright 2022, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"


#define GENERIC_READ            -2147483648
#define GENERIC_WRITE           1073741824

//#define FILE_SHARE_READ         1
//#define FILE_SHARE_WRITE        2

#define CREATE_NEW              1
#define CREATE_ALWAYS           2
#define OPEN_ALWAYS             4
#define OPEN_EXISTING           3
#define TRUNCATE_EXISTING       5

#define FILE_BEGIN              0
#define FILE_CURRENT            1
#define FILE_END                2

#define INVALID_HANDLE_VALUE    -1


#import "kernel32.dll"
   int CreateFileW(string Filename, int AccessMode, int ShareMode, int PassAsZero, int CreationMode, int FlagsAndAttributes, int AlsoPassAsZero);
   //int ReadFile(int FileHandle, int BufferPtr, int BufferLength, int & BytesRead[], int PassAsZero);
   int WriteFile(int FileHandle,  const uchar &buffer[], int BufferLength, int & BytesWritten, int PassAsZero);
   int SetFilePointer(int FileHandle, int Distance, int PassAsZero, int FromPosition);
   //int GetFileSize(int FileHandle, int PassAsZero);
   int CloseHandle(int FileHandle);
   
#import
 
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {

   int fileHandle = CreateFileW("c:\\test.csv", GENERIC_READ|GENERIC_WRITE, 0, 0, CREATE_ALWAYS, 0, 0);
   if (fileHandle == INVALID_HANDLE_VALUE) 
   {
      Print("打开文件失败！#",GetLastError());
      return ;
   }
   
   SetFilePointer(fileHandle, 0, 0, FILE_END);
   
   string str="Hello World!";
   uchar buffer[];
   StringToCharArray(str,buffer);
   int bytesWritten = 0;
   WriteFile(fileHandle, buffer, ArraySize(buffer), bytesWritten, 0);

   CloseHandle(fileHandle);   
  }
//+------------------------------------------------------------------+