How can I use an indicator DMI, to build a strategy for using the language JAVA and Jforex API.

For usage of Indicators in your strategy see:
https://www.dukascopy.com/wiki/index.php ... Indicators
Also see an example strategy which uses an indicator:
https://www.dukascopy.com/wiki/index.php ... SMA_Simple
Consider an example strategy which makes an order on every -DI and +DI cross: a SELL order if +DI goes below -DI and a BUY order if +DI goes above -DI:

package jforex.bugtests;

import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.TimeZone;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;

public class DMIstrategy implements IStrategy {
   private IEngine engine;
   private IIndicators indicators;
   private IConsole console;
   private IChart chart;

   // macd specific params
   private int dmiPeriod = 14;

   // strategy specific params
   private Instrument instrument = Instrument.EURUSD;
   private Period period = Period.TEN_MINS;

    @SuppressWarnings("serial")
   private final SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss") {{setTimeZone(TimeZone.getTimeZone("GMT"));}};
   private int orderCount;

   public void onStart(IContext context) throws JFException {
      engine = context.getEngine();
      indicators = context.getIndicators();
      this.console = context.getConsole();
      this.chart = context.getChart(instrument);
      console.getOut().println("Started");

      /* uncomment to see the ordering of optional parameters
      IIndicator indicator = indicators.getIndicator("DMI");
      for (int i = 0; i < indicator.getIndicatorInfo().getNumberOfOptionalInputs(); i++){
          console.getOut().println( i + ": name = '"+ indicator.getOptInputParameterInfo(i).getName() + "' type = "+ indicator.getOptInputParameterInfo(i).getType());
      }
      */
      chart.addIndicator(indicators.getIndicator("DMI"), new Object[]{dmiPeriod});
   }

   public void onStop() throws JFException {
      for (IOrder order : engine.getOrders()) {
         order.close();
      }
      console.getOut().println("Stopped");
   }

   public void onTick(Instrument instrument, ITick tick) throws JFException {}

   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {

      if (period != this.period || instrument != this.instrument)
         return;

      double[] dmi = indicators.dmi(instrument, period, OfferSide.BID, dmiPeriod, 1);
      double[] dmiLast = indicators.dmi(instrument, period, OfferSide.BID, dmiPeriod, 2);
      
      print(sdf.format(bidBar.getTime()) + " ADX=" + dmi[0] +" +DI=" + dmi[1] +" -DI=" + dmi[2]);
      //+DI and -DI cross condition
      if ((dmi[1] > dmi[2] && dmiLast[1] < dmiLast[2]) || (dmi[1] < dmi[2] && dmiLast[1] > dmiLast[2])){
         //SELL if +DI goes below -DI, BUY otherwise
         OrderCommand cmd = (dmi[1] > dmi[2] && dmiLast[1] < dmiLast[2]) ? OrderCommand.SELL : OrderCommand.BUY;
         IOrder order = engine.submitOrder("order"+ ++orderCount, Instrument.EURUSD, cmd, 0.001, 0, 20,
               bidBar.getClose() - 0.005, //Stop Loss
               askBar.getClose() + 0.005);//Take Profit
         print("+DI and -DI cross!! Make a " + cmd + " order: " + order.getLabel());
      }
   }

   private void print(Object o) {
      console.getOut().println(o);
   }

   public void onMessage(IMessage message) throws JFException {}
   public void onAccount(IAccount account) throws JFException {}
}