Backtesting and files

 
I would like to know if I can use files in backtesting, and if I can, what limitations it has.

When I recently tested writing to a files while backtesting it didn't seem to work, but that could've been me?
 
 
Brilliant! Never thought I'd have to read between the lines in documentation... It's well-hidden, but thank you, now I know that they do work, but are just placed in another direction.
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