After some testing I found the new JForex ver. 2.4.5, API ver. 2.6.12 buggy:
Function IHistory.getOrdersHistory(Instrument instrument, long from, long to) does not return any history orders any more.

Here is an example to demonstrate the bug:

package jforex;
import java.util.Calendar;
import java.util.List;
import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;

public class TestStrategy implements IStrategy {
  private IEngine engine;
  private IOrder order;
  private IContext context;
  private IConsole console;
  private IAccount account;
  

  public void onStart(IContext context) throws JFException {
    this.engine = context.getEngine();
    this.context = context;   
    this.console = context.getConsole();               
        Calendar startDate = Calendar.getInstance();
         startDate.roll(Calendar.DAY_OF_YEAR, -1);
        // startDate.roll(10, -5);
        Calendar endDate = Calendar.getInstance();
       
        console.getOut().print("startDate: "+startDate.getTime());
        console.getOut().println(", endDate: "+endDate.getTime());
        List<IOrder> orders = null;
        try{
             for (Instrument instr : context.getSubscribedInstruments()) {
                console.getOut().println("checking "+instr.toString());
                orders = context.getHistory().getOrdersHistory(instr, startDate.getTimeInMillis(), endDate.getTimeInMillis());
                if (!orders.isEmpty()){
                   console.getOut().println("Last Element: ClosePrice: "+orders.get(orders.size()-1).getClosePrice()+", closeTime: "+orders.get(orders.size()-1).getCloseTime()+", openTime: "+orders.get(orders.size()-1).getCreationTime() );
                }
             }
        }
        catch (Exception e) {
                console.getErr().println("Fehler: "+e.toString());
        }

  }

  public void onAccount(IAccount account) throws JFException {
    this.account = account;
  }

  public void onMessage(IMessage message) throws JFException {
  }

  public void onStop() throws JFException {
  }

  public void onTick(Instrument instrument, ITick tick) throws JFException {
  }

  public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
  }
}

If you run the same strategy on JForex ver. 2.4.3, API ver. 2.6.8 it returns values.

Please correct asap.

Hi,
Please make sure orders were actually submitted during the specified time period.
Please consider the following code:

package jforex;

import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.List;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IMessage.Type;

public class TestStrategy implements IStrategy {
  private IEngine engine;
  private IContext context;
  private IConsole console;

  public void onStart(IContext context) throws JFException {
    this.engine = context.getEngine();
    this.context = context;   
    this.console = context.getConsole();               
        
    engine.submitOrder("eurusd_order", Instrument.EURUSD, OrderCommand.BUY, 0.001);           
  }

  public void onAccount(IAccount account) throws JFException {
  }

  public void onMessage(IMessage message) throws JFException {
     if (message.getType() == Type.ORDER_FILL_OK){
        message.getOrder().close();
     }
     if (message.getType() == Type.ORDER_CLOSE_OK){
        printOrderHistory();
     }
  }

  public void onStop() throws JFException {
  }

  public void onTick(Instrument instrument, ITick tick) throws JFException {
  }

  public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
  }
  
  private void printOrderHistory() throws JFException{
     Calendar startDate = Calendar.getInstance();     
     startDate.roll(Calendar.DAY_OF_YEAR, -1);       
     Calendar endDate = Calendar.getInstance();     
          
     console.getOut().print("startDate: " + startDate.getTime());
     console.getOut().println(", endDate: " + endDate.getTime());
       
     SimpleDateFormat format = new SimpleDateFormat("yyyy-MM-dd HH:mm");
     List<IOrder> orders = null;
     try{
         for (Instrument instr : context.getSubscribedInstruments()) {
            console.getOut().println("Checking " + instr.toString() + ": ");
           orders = context.getHistory().getOrdersHistory(instr, startDate.getTimeInMillis(), endDate.getTimeInMillis());
           if (orders.isEmpty()) continue;
              
           IOrder lastOrder = orders.get(orders.size() - 1);            
           console.getOut().println("Last Element: ClosePrice: " + lastOrder.getClosePrice() + ", closeTime: " + format.format(lastOrder.getCloseTime()) + 
                ", openTime: " + format.format(lastOrder.getCreationTime()));                        
         }    
     }catch (Exception e) {
        console.getErr().println("Fehler: " + e.toString());
     }
  }
}