I would like to investigate the TMF. For example I would like to use it to test the opened orders at various price levels of a grid. Suppose that the grid is 30 pips and suppose to have for each level of the grid max one type of opened order, or Long or Short. So the TMF should be used to check whether at a given price level there is an order already opened. If there is an order in trend, the TMF leave it opened, otherwise if there is an order counter trend , the TMF close that order and open an opposite order. Some ideas? Thanks.