You need to open the file before the loop, print the text inside the loop, and close the file after the loop:
[fid,msg] = fopen('SA_SP951.txt','wt');
assert(fid>=3,msg)
for ii = 1:951
for jj = 1:2
fprintf(fid, 'period %d step %d \n\tsave\n', ii, jj)
end
end
fclose(fid);
Or alternatively you could collect the character vectors that you generate inside loop into one array (e.g. a cell array) (which seems to be what you were trying to do), but this would be more complex, less efficient, and has no obvious benefit for your requirements.