Leds in parallel

Can be controlled 3 leds in parallel conected to a single pin of my Arduino board?

Your question has not enough information for a correct answer.
1 pin can handle 40 mA as an absolute maximum (which means you shouldn't go too near to that).
That is not enough to handle 3 standard LEDs.
But there are (or were) low power LEDs that would need some 2 mA each if i remember correct.
You could use those.
You'd still have to limit the current with a resistor to prevent both LED and the Arduino output form damage by overcurrent.

Best way to connect 3 LEDs in parallel, is to have a transistor handle the current of those 3 LEDs, instead of the Arduino itself.
It still requires (at least 2, but better 4) resistors and this transistor

thanks for the respond, you are right, not enough information, my leds are 15 mA, you answered my question, but i meant to make blink each single led (assuming the pin can handle their mA) with only one pin, first one led, after the second and finally the third.

Who could have guessed that.
You want to drive 3 LEDs with one pin, while there is never going to be more than a single LED lit.
I can't think of any way to do that without some extra parts.
You could use a PWM pin and a filter to output an analog voltage level.
Then you could use a set of amplifiers to have a LED lit if the input is within a certain range.
That would be what you asked for, but it will take some extra parts, and understanding of electronics to get it to work correctly.

It would be easier to use 2 or more pins plus some external electronics to do this.
Have you considered the use of a (74HC595) shift out solution ?

Franchescor:
thanks for the respond, you are right, not enough information, my leds are 15 mA, you answered my question, but i meant to make blink each single led (assuming the pin can handle their mA) with only one pin, first one led, after the second and finally the third.

not gonna happen, each led has to be controlled by individual pins, the most that can happen is you light up all 3 dimly or destroy your pin.....

Why can't you use 3 pins of your arduino, resistor on each pin?

it was only a doubt, i wanted to know if it was possible, thanks for all, doubt resolved.

Franchescor:
Can be controlled 3 leds in parallel conected to a single pin of my Arduino board?

Only if the LEDs are intelligent, eg. WS2811 LEDs (in which case you can control thousands with a single pin).