Here's one that I have been looking at, called the
SMA 
MultiHedge. This EA opens trades across multiple currencies of course.
Edit - changed lot size to 1 instead of .1 on 7-8-2008 This one is losing far more money than it's making, so it's gone to make space for another version of Universum.
It can be downloaded here:
http://codebase.mql4.com/957 xp3