I would do it like this:

Code:
WriteFormat = "n%.5f,%.5f,%.5f,%.5f,%.5f,%.5f,%.5f,%.5f"
//this needs to match your variables!
//each %.5f means a var with 5 Digits, %d would mean an integer

sprintf(FileName,"Data\blabla%s.csv",strx(Asset,"/","")); // remove slash from forex pairs

if(is(INITRUN)
{
file_delete(FileName); //if you want to delete old files
file_write(FileName,"this,that,somethingelse,....",0);    //Header
}
file_append(FileName,strf(WriteFormat,v1,v2,v3...);
//v1, v2 are the variables you want to write