I am using a URL parameter in a dashboard action. What I want to do is to open it to a new tab. Is there any option to open a new URL in a new tab?

Yes, this can be achieved with the help of a line chart. Usually, what happens when you drag these Dimensions & Measures into the self, Tableau will automatically select the best chart for your data. All you have to do over here is going to the March self and from the chart type, select the line chart. by default, it will be selected as automatic.