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Open Feature request MC-1957

Feed Walk-Forward-Testing parameter results directly into Portfolio Strategy

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Description

Assuming:
MC-1956  **
Will be done, this brings some new and interesting oportunities in covering the lack of MC capabilities for Walk-Forward-Testing. ** 

Assume you run a Walk-Forward-Testing and would like to get full stats on the OutOfSample time intervals. You cannot, at the moment.
What if one could build a Portfolio from different time-interval instances of the same instrument, and those different time-interval instances could be set with the test params/inputs used for the OutOfSample time-intervals of a Walk-Forward-Test. The overall backtest result of this Portfolio would be exactly the OutOfSample result-set specific to your Walk-Forward Test. This of course, implies each Portfolio "instrument" (or instance of the same instrument) time-interval would be different (that's why MC-1956 has been opened) to cover your overall timeline of interest.  
This would also cover:
MC-1479
as each Portolio "instrument" (or instance of the same instrument) would allow for a set "time-training" interval, such that potential signals/indicators have enough initial training data.

Steps to reproduce this issue

FR

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