You’ll want to do something like this as the expression, but fill it in with the specifics of the hostname. As @smakkena points out, the sftp part needs to be surrounded in quotes. That creates a string that you concatenate with the Date experssion. Then you concatenate the “.txt” string on to the end.
"sftp://my.ftp.com/home/edi/BS/Trade/P41/out/filename" + Date.now().toLocaleDateTimeString({"format":"yyyyMMddHHmmss"}) + ".txt"
EDIT A colleague pointed out that the double quotes were being replaced by angled quotes by the community editor, which may also be impacting the parsing of the expression. You may need to correct that in the snap’s expression too.