Is there any way to prevent to move back to an older version?
I mean, I want to always do hg up to forward and never to back.
Make use of the hooks which mercurial offers and implement a hook to the update command which compares the desired version with the currently checked-out version. Fail the hook, when the desired version is older than the currently checked-out one. See the docs for the available hooks and some examples.
That said, it might be an undesirable constraint on usage of a VCS. If it is about deployment on a production syste, that's more sane; yet then you do not need to copy the whole repository with its history, but just the current version to the deployment target.
For my purpose of deployment, I only check whether the build is set to be a release build (tag, or manually selected in jenkins) or if it is HEAD of a branch. In those cases I trigger the deployment to production after the build passed regression tests: https://github.com/OpenTTD/nml/blob/master/.devzone/build/jenkins_postbuild.sh