I know i can use IContext.getFilesDir() to get the path to files dir, and other paths over java.URL and java.io.File, but can't find any way to get the specific path of jfx file in JForex API javadocs.
This is currently not possible when running the strategy from jforex platform. When running your strategy outside the platform, this should return the location of the strategy class file:
Also there is any way to get the paths stored by preferences-> advanced tab ?
The preferences are not available from JForex API.
Other question, it's possible to compile a jfx file with more files than the strategy itself (i know i can use a external jar with @Library)?
The jfx file includes a compiled strategy class file and the used libraries (i.e. jars).