My strategy uses time filter, for live trading, I could use the local machine time. For backward test, does JForex platform feed the history timestamp to the strategy so I could use tick.getTime()? It's a long type so is it the milliseconds? I heard you use GMT timezone but interesting when I debug in live trading, the line new Date(tick.getTime()) still gives me the time in my zone(EST).
Besides, when testing, I saw many duplicated orders opened once the first one hit the stoploss, of course all of them hit the SL. In my strategy, I actually loop through the current open orders at first, then open a single order so there shouldn't be more than one opened at certain time. Is this a bug in tester or I should do something differently to avoid this?
Another question is about the optimizing of settings, does JForex has GA built in to speed the optimizing like MT4? If not, are you thinking about adding one? For most strategies, it's impossible to manually loop through all the combination of settings to find the result.

Thanks!

Another question is about the optimizing of settings, does JForex has GA built in to speed the optimizing like MT4? If not, are you thinking about adding one? For most strategies, it's impossible to manually loop through all the combination of settings to find the result.

Yes, we are. It will be added in the near future.

ITick.getTime() returns time when this particular tick was created

Yes, it is time in milliseconds since year 1970

Java Date class always has it's time in GMT time zone internally, but when you call toString() it uses default system time zone. Try this code:

DateFormat dateFormat = new SimpleDateFormat("yyyy.MM.dd HH:mm:ss SSS");
dateFormat.setTimeZone(TimeZone.getTimeZone("GMT"));
console.getOut().println(dateFormat.format(tick.getTime()));

It's hard to say what is wrong without seeing you code. Can you post that place where you check for open orders and submit new one?