See the follow example, I use "All Ticks" mode in the strategy tester. IHistory.getBar() returns empty bars( Volume = 0 ) for the weekend. These bars will destory my strategy.

        String PriceMon = "" ;
        for(int i = 1; i<=60; i++)
        {
            PriceMon = PriceMon + "\nClose[" + i + "] = "  + history.getBar(instrument, Period.FIFTEEN_MINS, OfferSide.BID, i).getClose() + ", Open[" + i + "] = " + history.getBar(instrument, Period.FIFTEEN_MINS, OfferSide.BID, i).getOpen();
        }
        chart.comment(PriceMon);

The weekend bars are flats. The Volume for the flat must be zero.

Hello Support,

Those flat bars are not even visible on the chart. They only appear in the memory when we use jforex api. And they affect indicator values as well. I tried to print the values of indicators in my code and compare them to the ones printed on the chart by jforex platform build-in indicator. The values are different due to the flat bars.

Select Tools -> Preferences -> Chart -> Flats Filtration -> Flats Filter is disabled.
This is why you can select filter when you calculate your indicators, see:
https://www.dukascopy.com/wiki/#Indicator_Calculation/Calculate_indicator_by_candle_interval
Consider using OHLC chart object for comparing the on-chart and the strategy values:
https://www.dukascopy.com/wiki/#Add_indicators_on_chart/Include_in_OHLC