I'm trying to use ITesterClient to test my strategy.
After it download all historical data it return a exception while starting the strategy on client.startStrategy(new MyStrategy())

Exception in thread "main" java.lang.RuntimeException: com.dukascopy.charts.data.datacache.DataCacheException: Cannot delete cache files [C:\jforex\cache\EURUSD\2013\07\30\19h_ticks.bi5]

testClient.setCacheDirectory(cacheDir);

Future<?> future = testClient.downloadData(null);
future.get();
client.startStrategy(new MyStrategy())


I have fully write permission on folder. It's not a permission problem.

Why it's trying to delete my cache?
How to fix?

Strange.

On linux it work fine.

Just some random thoughts:
- can you delete that problematic file manually?
- do you, by any chance, using the same cache location for the JForex platform and for the I SDK (ITesterClient)?
- what if you delete the cache manually and try to execute/run the ITesterClient again?
- do you have UAC in place? Rights to c:\ could be handled by UAC. Try to disable.

I don't think it is trying to delete the whole cache, rather just updating some temporary files.

You omitted the most important line - the definition of the variable cacheDir.
I presume this is properly escaped as either "C:\\jforex\\cache" or "C:/jforex/cache".

Make sure you are running a relatively recent copy of the JForex SDK (2.8.0+ should suffice although I was on 2.7.9 myself until 2 weeks ago) or at the very least that the Windows version matches the one you used in Linux.

Clear out the contents of the cache - completely empty - no old data e.g. historical data generated in the same directory by your Linux installation or as tcsabina suggested your installed JForex Platform.

Also consider the following wrapping for further information purposes:

try
{
   Future<?> future = testClient.downloadData(null);
   future.get();
}
catch(Exception e)
{
   //some output here regarding 'e' long before strategy start
}

If it hasn't been addressed by tcsabina's suggestions and still fails beyond these, it could be the 3 letter B word but let's see.

Please call "testClient.setCacheDirectory(cacheDir)" before "testClient.connect(jnlpUrl, userName, password)"
Due to "testClient.connect()" causes engine to start using default cache folder.