the errer says: the order is immutable
code is following:

for(int i=0;i<allPositions.size();i++)
{
if(Math.abs(allPositions.get(i).getTakeProfitPrice()-allPositions.get(i).getOpenPrice())<0.0004 )
{
if(allPositions.get(i).isLong()==true)
{
allPositions.get(i).setTakeProfitPrice(allPositions.get(i).getOpenPrice()+0.0008);
}
else
{
allPositions.get(i).setTakeProfitPrice(allPositions.get(i).getOpenPrice()-0.0008) ;
}
}
}

Hi,
before you use methods like IOrder.setStopLossPrice or IOrder.setTakeProfitPrice you should verify that server has been submitted this order. If submission was successful server gives you message IMessage.Type.ORDER_SUBMIT_OK, after which order comes available for previusly mentioned methods.
Here is sample:

package jforex;
import com.dukascopy.api.*;
/**
 * This sample strategy, which demostrates usage of IOrder.setTakeProfitPrice
 * */
public class TakeProfitSampleStrategy implements IStrategy {
    private IEngine engine;
    private IOrder myOrder;
    private IConsole console;
    
    public void onStart(IContext context) throws JFException {
        this.engine = context.getEngine();        
        this.console = context.getConsole();
    }

    public void onAccount(IAccount account) throws JFException {
    }

    public void onMessage(IMessage message) throws JFException {
        //Check if this is our created order and that its successful submitted
        if(message.getOrder() == myOrder && message.getType()== IMessage.Type.ORDER_SUBMIT_OK){
            myOrder.setTakeProfitPrice(1.55455);                        
        }        
    }

    public void onStop() throws JFException {
    }

    public void onTick(Instrument instrument, ITick tick) throws JFException {        
        if (myOrder == null) {
            myOrder = engine.submitOrder("myOrder", Instrument.EURUSD, IEngine.OrderCommand.BUY, 2);    //Placing our order
        }        
    }
    
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    }
}