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[William Roeder]

Arthur Kersten #: But it does not work. Can someone help me, what am I doing wrong.

1. “Doesn't work” is meaningless — just like saying the car doesn't work. Doesn't start, won't go in gear, no electrical, missing the key, flat tires — meaningless.
        How To Ask Questions The Smart Way. (2004)
             When asking about code
             Be precise and informative about your problem

2. Nothing wrong with your code, except you need to call close only when valid.
   

3. Either you are not calling the function, or you are looking in the wrong place («DataFolder»\MQL4\Files vs. «DataFolder»\Tester\Files).