Addition for later: Ideally also with an option to auto-generate a WFA-level source code, by automatically adding optimized parameters per optimization period into the strategy source code. The resulting WFA strategy source-code would need to have something similar to this pseudo-code:
IF CurrentDateTime >= WfaOOS1StartDateTime AND CurrentDateTime <= WfaOOS1EndDateTime THEN:
Param1=A
Param2=B
Param3=C
...
IF CurrentDateTime >= WfaOOS2StartDateTime AND CurrentDateTime <= WfaOOS2EndDateTime THEN:
Param1=C
Param2=A
Param3=B
...
IF CurrentDateTime >= WfaOOS3StartDateTime AND CurrentDateTime <= WfaOOS3EndDateTime THEN:
Param1=A
Param2=A
Param3=C
...
etc...etc...
I hope the idea is clear.