»my theory - THE MATRIX IS AN EXPERIMENT«

Im not saying this is right or wrong, its just my theory and it seems to work because everything in all the movies seems to fit it.

I think that the time the movie takes place is now, maybe 50 years in the future (because of the very last scene in revolutions). Furthermore i think this is the only scene in the "real" world throughout all the 3 movies.

The word matrix means "A situation or surrounding substance within which something else originates, develops, or is contained". The matrix is the world with the machines and zion and contained in that world is what morpheus would call the "matrix".

The architect mearly made the whole program by placing "the one" (symbolised as jesus christ) in the system he had created to prove that humans will always chose a certain fate. This is proven wrong when neo chooses the left door at the source. i think the brothers left this part open to speculation.

Just like a cool video game, i think the oricale (who is just a lady) and the architect and anyone can hook them selves up to the system from the real REAL world.

As for neo (being a program himself) seeing in the machine world a golden aura around everything (related to the machines) instead of being matrix code is because he is connected to that program and sees it instead of being able to read it.

At the end when neo makes the peace between the machines and the humans the experiment is finished and so the program is shut down, morpheus and everyone in zion vanish because they never really existed. when the oricale and the architect talk at the end aboutt the ones who want out, she is referring to the people involved in the experiment, in making it run ect.

through awsome special effects and fight scenes and quality entertainment the wachowski brothers managed to portray the idea - how does one know what is real and what is not -

Good, interesting theory

It's possible....

That would assume that everyone in the movies is lying to us. Since one can back up any crazy theory by saying, "They're all lying!" the only logical conclusion is to assume that their statements are factual (i.e. there really is a connection between Smith and Neo, the Oracle can perceive the future (or make bloody good guesses), the Matrix is currently in the sixth iteration of the third version, etc.)
Besides, there isn't any backup to conclude that stuff vanished. The Matrix Online is set in the Matrix, during the truce.