A stochastic price-based planning model is proposed for a multi-energy microgrid (MEM) in this article. The MEM can supply the electricity, heating and cooling loads. The presented model can control the flexible demands and also can provide continuous control in the presence of smart and comprehensive programming of electricity, heating, ice, compressed air, and hydrogen energy storages. In the proposed procedure, all the energy carriers’ price is considered to be uncertain and the market prices are applied in the proposed modeling by some scenarios with appropriate probabilities. The features of the MEM parts like losses and amortization costs of electricity, heat and cool energy storages, also the operating area of the combined heat and power (CHP) units can fully be planned. The principle of convexity is considered related to the CHP unit operation area. The proposed formulation is applied on two days in the summer and winter seasons for a variety of studies including the storage effect, energy sales to network, charge and discharge of plug-in hybrid electric vehicles (PHEVs), and flexible devices planning. The outcomes represent that utilizing the proposed stochastic MEM plan and available demand planning with the proposed storage programming results in significant advantages for the power network and the consumer. One of the important outcomes is 6.6% and 50.9% cost saving for winter and summer days respectively, when the power is offered to the power distribution system. It is worth mentioning that the proposed plan can make the curve of demand optimally utilization from the demand response program and energy storage plan.