WFO for out-of-sample testing during optimization would lead to the creation of more robust systems, optimal parameter sets, and less curve-fitting.

This would be a great addition to prevent curve fitting.

Some other software out there that does this:

http://www.strategyquant.com/articles/walk%20forward%20optimization
https://www.amibroker.com/guide/h_walkforward.html
https://www.tradestation.com/trading-technology/tradestation-platform/analyze/walk-forward-optimizer

Absolutely essential feature.

To accomplish this very important feature, I think that the backtesting process must be faster.
I have used Ninja that does WFO. And Ninja is much faster than CTrader when doing optimizations and, consequently, WFO. This performance issue is a problem and maybe the reason the CTrader makers did not include WFO in their program in first versions.

I am very surprised that this platform wouldn't include built-in Walk-Forward Analysis or out-of-sample testing. Maybe cTrader is catering more to discretionary traders? For any serious algorithmic trader, this feature is not optional. Unfortunately that means this platform is unacceptable to me. Maybe they'll implement it in the future? Until then I'll be looking at MultiCharts / Asirikuy / SierraCharts as an alternative.

This is something, that I am really looking forward to. It could save a lot of time if don't have to do it manually for single optimization results