How-to-code-an-optimization-run

I'm trying to achieve what is basically a walk forward optimization, but symbol-by-symbol. More succinctly, the particular use case is:

Run a symbol-by-symbol optimization on a dataset for a data scale of one minute, data range of 3 days. Then run the optimized result set on the same dataset but for the next day of data. Then, keep moving forward day-by-day.

So, for now I do this manually through the UI. I want to collect a fair bit of data, but as you can imagine that's tedious.

The problem I'm having, and perhaps this is not supported, is I can't seem to figure out, in very general terms, how to instantiate an optimizer AND tell it what strategy to optimize. As far as getting into the details on how to setup parameters, etc., I can probably figure that out. I just can't get started in the first place. I mean, I know I can do a new on a particular type of optimizer (e.g. ExhaustiveOptimizer), but not sure how to specify the strategy to optimize.

I searched for examples, but could not find one. Can you provide an example to "bootstrap" running an optimizer from C#? Or, is that simply not supported?