__But you can delete them 
I don't know what to tell you. This is only 1 step that you are explaining. But if there are more steps, the way to do things can be very different. Otherwise in my latest example I think I'm showing how to put 3 orders over 3 another orders. Of course, mine are all from the same Group.[/quote:16o3hnri]
Ok, I will write the steps and hopefully, you will have the courage and enthusiasm to go through them all - hence, my PMs 
- Create Initial Grid
1.1) 3 STARTING buy pending orders above mid price in 5 pip increments (TP of all the buy pending orders 5 pips above the pending orders/ SL of sell pending orders at this level too)
1.2) 3 STARTING sell pending orders below mid price in 5 pip increments (TP of all sell pending orders 5 pips below the pending orders/ SL of all buy pending orders at this level too)
This was the initial grid. Now here is where the fun starts.
When price hits 1st buy pending order level - ea should create another 3 sell pending orders at the same levels where the STARTING SELL pending orders are. When price hits 2nd buy pending order level - again, ea creates another 3 sell pending orders at the STARTING SELL levels. Same applied to 3rd buy pending order level - ea places another 3 sell pending orders at the STARTING sell levels.
The reverse happens when price triggers sell pending orders - 1st level - ea places 3 buy pending orders at the STARTING BUYS levels. Same applies when it hits 2nd and 3rd level.
For each pending order at that particular level, the ea will create 3 COUNTER pending orders at the opposite levels.
This it it, I think I described it as best as I could. Picture here: http://imgur.com/a5hzTlB
Please, it may seem complex, but it is not THAT complicated. It definitely isnt rocket science and I would be grateful if this amazing software would build this nice EA 