(LOGFILE causes Log/xxxtest.log and Log/xxxtrain.log to be produced, where xxx is the strategy name. Log/xxx.txt should be produced even without LOGFILE)
I suspect forexcoder's problem is related to
UAC. The symptoms sound similar to this post, where the solution was to disable UAC.
http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=437700.