I tried the new WFO feature, but cannot select any parameters to optimize for. Did I miss something or is it not possible to change only a few parameters which have to be optimized for a period.

You're confusing WFO with usual optimization. WFO is a step above it. For a better understanding of the WFO concept, start by reading the theory:

Wealth-Lab User Guide > Strategy Window > Optimization > Walk-Forward Optimization

In short, you don't "mess" with the parameters when dealing with WFO: it does that behind the scenes. As the dialog implies, you need to select a favorite performance metric from any Scorecard and that becomes the parameter that WFO uses to optimize the system going forward as it picks up new "chunks" (time intervals) of time and applies the best parameter selected from an In-Sample test to following Out-Of-Sample chunk.

I know the way WFO usually works and that why I wonder that I cannot select some of my input parameters.
The optimization of a metric is a nice way, but under which circumstances? I need to select some maPeriods
or thresholds I defined in my strategy.

For my strategies I have 10 or 15 parameters defined, but only a few of them are important for the strategy-metrics.
In addition I have parameters for choosing to write trades to file, to send emails, and many more ....
These parameters need not to be optimized, wether using the "old" optimzer not using the new WFO feature.

If you say "... it does that behind the scenes" do you mean that every parameter in my strategy is optimized?

Have you seen this thread? If not, let me recommend it:

Thank you for the WFO Optimizer

QUOTE:
I need to select some maPeriods or thresholds I defined in my strategy.
...
If you say "... it does that behind the scenes" do you mean that every parameter in my strategy is optimized?

Answered in posts #14, #29 and #30 there.

Ok, I know I missed something :-)

So if I select only a few parameters in Optimizer then WFO will only optimize the selected ones.
That is what I looked for. I will give it a try.

Thank you
Eugene