That is a great idea. I added it to my TODO list.
My next big release is going to be the "optimize mode" which does exactly that. With a simple change in your strategies you get to use AI (the genetics algorithm) to optimize your parameters. When I say parameters, that could be from a tiny part of your strategy up to deciding what indicators to use! It's a very powerful feature.
Or: What is required if I want to built that up for my strategy?
Don't. It's way more work than it seems. I'm mostly done with it. Wait for my release.