I am reading Robert Pardo's book "the evaluation and optimization of trading strategies" and he says that when doing WF analysis it is ok to use different parameters per market. I.e. a trading system on SP500 and TBond will individually optimize each market in the first (IS) segment, get different parameters for SP500 and TBond, and apply these different parameters to the second (OOS) segment... and so on.
Currently Amibroker WF optimizes the portfolio and obtains a universal set of parameters (portfolio) that applies to all markets (2 in this example).
How can I perform a WF analysis with individual parameters per market? I mean getting the combined equity curve OOS without exporting to excel or python, etc