I think it would add flexibility if there was a possibility to bring the control panel to a web page (or to integrate it into the strategy's default html page). This way a strategy could be controled only with a web browser and therewith easily from mobiles / smartphones without additional software.

This makes sense, but would be a feature not of Zorro, but of the server where the web page is running on. That's why the control panel was not implemented as a web page.

Therefore the server needs a chance to tell Zorro to change something during runtime. Should this be done through writing to a text file by the web server and let Zorro read its content or by Zorro's http_* functions? Or did I miss something? The command line options does not look like they can be used for this.

Writing a text file would be the easiest method, although not the fastest. But it does not require a new Zorro feature.