mql4 - Cannot open file on Ubuntu

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I'm using Ubuntu 14 and trying to create a script to write files, but I'm getting the 5004 error, every time I try to open a file.
datetime currtime;
bool     newcandle;
string   terminal_data_path = TerminalInfoString( TERMINAL_DATA_PATH );
string   filename           = terminal_data_path + "\\MQL4\\Files\\" + "data.csv";
int      filehandle;
filehandle = FileOpen( filename, FILE_WRITE | FILE_CSV );
if (  filehandle < 0 ){    
      Print( "Failed to open the file by the absolute path " );
      Print( "Error code ", GetLastError() );
else {
      Print( "file opened with sucess" );
How can I solve this problem on Ubuntu? 
UPDATE
I tried to change my file to the following:
string terminal_data_path = TerminalInfoString( TERMINAL_DATA_PATH );
string filename           = terminal_data_path + "\\tester\\files\\data.csv";
and just for this
string filename = "\\tester\\files\\data.csv";
and for this
string filename = "\\files\\data.csv";
But I'm still getting error, but this time is 5002 not 5004.
                5004 is "ERR_FILE_CANNOT_OPEN" are you sure you've got the right path? Also, does the application have permissions to access that path?
– Malt
                Jan 3, 2015 at 2:06
                If you've figured out the issue, please post that as an answer, and not edit it into the question. Thanks!
– Andrew Barber
                Jan 4, 2015 at 4:15
/HISTORY/<current broker> - especially for the FileOpenHistory() function;
/EXPERTS/FILES - common case;
/TESTER/FILES - especially for testing ( ref. during Strategy Tester operations ).
  Working with files from other directories is prohibited.
Solution
Adapt your MQL4-code so as to meet this fact and respect pre-Build 762 and post-Build 762 differences ( a "new"-MQL4 file-localisations ).
Update
As posted, your MQL4-code ( whether you share it's updated state or not ) shall better handle exceptions. Have met several suprising artefacts with filenames. Some platform specific, causing no harm in wXP, but failing to operate (the same code) on VPS-hosted wServer2008 VM or a LinuxVM-encapsulated Wine/MT4 instance.
Carefully read MQL4-help documentation and create a few post-mortem tools to step further.
 ERR_FILE_WRONG_FILENAME
 Wrong file name               -------> pre-test + "fuse" the corner cases
 ERR_FILE_TOO_LONG_FILENAME
 Too long file name
5004                           <------ a good sign, we are on the safer side here
 ERR_FILE_CANNOT_OPEN
 Cannot open file
//-------------------------------------------------------------
//   MT4_GUI_postMortem
//-------------------------------------------------------------    
void MT4_GUI_postMortem( string aFileNAME = "caller forgot to pass aFileNAME"
  // SYNTAX
  //         if ( aFileHANDLE == INVALID_HANDLE ) MT4_GUI_postMortem( filename );
     int aLastErrorNUM = GetLastError();
     Comment( "POST-MORTEM >>> [", aFileNAME, "] Threw error ", aLastErrorNUM );
     Print(   "POST-MORTEM >>> [", aFileNAME, "] Threw error ", aLastErrorNUM );
     return;
                thanks for the help! But I'm lost with your update. I saw the meaning of the 5002 error in the docs. I just don't know to solve this yet. Do  you have a better tip for me?
– Filipe Ferminiano
                Jan 4, 2015 at 1:02
                @FilipeFerminiano -- cool to have you almost online -- try a simplest ever filename "test.csv" -- no slashes, nothing else. There start the issue isolation & recovery path.
– user3666197
                Jan 4, 2015 at 1:08
                Have you ever tried to link MQL4 code with a distributed computing? If in need and your Project allows, you may setup an interplatform/interprocess messaging between an MQL4 code and literally any external process ( other MT4 thread, other localhost process or remote anything, be it GPU-cluster or mobile phone ).
– user3666197
                Jan 4, 2015 at 1:14
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