Walk Forward Optimization integtation with Automated Trading - Optimize Params on past X years/months/days and live-execute for Y years/months/days

An easy win for Multicharts would be to combine some of the existing functionality into a POWERFUL FEATURE that no-one else has it today, making it a leader in Backtesting, Walk-Forward and Automated Trading (once this & the Monte-Carlo features are done).
Basically, it should be possible to instruct the Backtest engine to execute a backtest on a specified/configurable past time-frame of data, find best strategy parameters and then execute for a specified time-frame of data. For example, let's say you have a strategy that needs optimization each 6 months & executes the other 6 months of a year.
1) We start on 1st of Jan 2015. Strategy backtests on past XYZ months/years of data, and finds best parameters a1, b1, c1.
2) Strategy automatically goes live with the new found parameters a1, b1, c1.
3) Strategy suspends itself (and closes any open positions) on 1st of June 2015, when it backtests again, to find a new set of best parameters: a2, b2, c2. Afther that, it goes live again with the new found parameters.
4) Cycle repeats ... until a previously defined "strategy-failure" criteria (like drawdown reaches 30% of capital, or any other condition the user defines) gets met, which basically switches the strategy offline.
This would be a game changer for Multicharts.