ofstream doesn't work

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C++

#include "stdafx.h"
#include <string>
#include <iostream>
#include <fstream>

using namespace std;

int _tmain(int argc, _TCHAR* argv[])
{
	ofstream myfile;
	myfile.open("C:\\example.txt", ofstream::out);
        //doesn't create the file and myfile.is_open() returns false
	myfile << "Writing this to a file.\n";
	myfile.close();
}

It's kinda frustrating when you have the need to ask questions of this kind.
Here it is, on a windows console application, ofstream is not creating any file at the given location, if I supply no-path, however, it does.
No matter if I use the constructor or the open function, still doesn't work