How to write _If one buy order is closed, then go to "CloseAllBuy()".

1. OrderSelect loop through history; find the last closed order (OrderCloseTime) for the pair.
2. Determine if the close price is near the SL.
   
3. OrderSelect loop through open orders; find any that were opened before the last close time for that pair and close them.
   

In the presence of multiple orders (one EA multiple charts, multiple EA's, manual trading) you must count down when closing/deleting/modifying in a position loop. Get in the habit of always counting down. Loops and Closing or Deleting Orders - MQL4 forum

idea:

void yourFunc() {
 if ( lastSellCounts > sellCounts ) flag_StopNewSells = true;
 if ( flag_StopNewSells ) flag_StopNewSells = CloseAllSell(); // bool as success return false;
 if ( flag_StopNewSells ) { lastSellCounts = 0; sellCounts = 0; } // add new++ when opened new...
 /* similar for buy.. */
 /* finish remained tasks.. */
 return;
}