Greetings,

I have problem - if I let run just one strategy (enclosed in annex),
it´s working fine, but when I copied this java file of the same
strategy and start running these copies of strategy (for example 10 copies running at the same time),
than this message appears "Order null rejected Order
already being processed by the system." and all of openning positions are
immediately closed according set parameter of period, for example
after 30 minutes if period is set to 30 minutes.

I implemented waitForUpdate to this code to prevent this problem, but
I think it´s useless:

IOrder o = this.engine.submitOrder(getLabel(i), instruments[i],
IEngine.OrderCommand.BUY, amounts[i], bidBar.getClose(), slippage,
stopLossPrice, takeProfitPrice);
o.waitForUpdate(IOrder.State.FILLED,
IOrder.State.CLOSED);
if( ! IOrder.State.FILLED.equals(o.getState())) {
print("Order not accepted");
continue;
}

orders[i] = o.getLabel();
print("Order " + o.getLabel() + " opened.");

I will appreciate your help with this situation.

Presumably you want each strategy instance to work only with its own orders and not to interfere with the orders of the other instances. For this purpose you need to adjust the strategy source code accordingly. One way to do this is maintaining an order list that the strategy works with, see:
https://www.dukascopy.com/wiki/#Order_Management/Maintain_order_list

I'm grateful for your assistance - I will try to fix it according your advice ...