When chart is created from a strategy, timezone is determined by the timezone of Period parameter.
If strategy needs to open chart with timezone other than UTC, custom period object must be created.
To set custom timezone please use this code:
Period period = Period.createCustomPeriod(Unit.Hour, 4, JFTimeZone.EET);
IFeedDescriptor feedDescriptor = new TimePeriodAggregationFeedDescriptor(Instrument.EURUSD, period, OfferSide.ASK);
context.openChart(feedDescriptor);