With the development of economy, the requesting of business intelligence is increasing. In this paper, a new theory, an agent virtual bargaining system in intelligent electronic businesses advanced, based on crisp set, fuzzy set, extension set, vague set, FHW (fuzzy gray matter-element), FEEC (fuzzy extension economic control) , agent theory, MAS (multi-agent system), DSS (decision support system). In the process of setting up MAS, MISS is applied on the basis of vague. By using this theory, the two side of two set´s relationship can be figured out precisely. All set theory is a new set theory, which unites all the set theory. The theory of all set can not only unify and summarize the current theories, but also provide the primary method of establishing new set theory and new logic. It will be used for automatic modeling. The detail of it is also schematically discussed. At last, the authors give a program chart to computerize the MAS virtual bargaining system.