First create a package test.loading. Create an interface Loaded and put it in the created package:

package test.loading;

public interface Loaded {

        public void print();

}

Second step is to create class which implement the Loaded interface

package test.loading;

public class LoadingClass implements Loaded{

        @Override
        public void print() {
                System.out.println("Implemented");              
        }
}

Create a strategy which loads the created class LoadingClass from the test.loading package. The test.loading must be located in the C:\temp directory.

package dukascopy.strategies.clients; 

import java.io.File;
import java.net.URL;
import java.net.URLClassLoader;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.Period;
import com.dukascopy.api.RequiresFullAccess;

@RequiresFullAccess
public class LoadClassExample implements IStrategy {
        private IConsole console;

        public void onAccount(IAccount arg0) throws JFException {
        }

        public void onBar(Instrument arg0, Period arg1, IBar arg2, IBar arg3)   throws JFException {
        }

        public void onMessage(IMessage arg0) throws JFException {
        }

The method onStart load the class Loaded using the URLClassLoader class from the directory specified in the file variable:

      public void onStart(IContext context) throws JFException {
                this.console = context.getConsole();
                try{
                        File file = new File("c:\\temp\\");

                        // Convert File to a URL
                        URL url = file.toURL();  
                        URL[] urls = new URL[]{url};

                        // Create a new class loader with the directory
                        ClassLoader cl = new URLClassLoader(urls);

                        // The class Loaded.class should be located in the directory file:/c:/temp/test/loading
                        console.getOut().println("Before");
                        Class cls = cl.loadClass("test.loading.Loaded");
                        console.getOut().println("Loaded: " + cls);
                } catch (Exception e) {
                        e.printStackTrace(context.getConsole().getErr());
                }
        }

        public void onStop() throws JFException {
        }

        public void onTick(Instrument arg0, ITick arg1) throws JFException {
        }
}

LoadClassExample.java