This article presents an innovative three-stage strategic framework for the effective cooperation of home microgrids in interconnected electricity and heat networks. The framework aims to increase the competitiveness of microgrids in the energy market. A two-level optimization model is used for optimal management of electrical and thermal energy, which includes demand management strategies to maximize system profit. The high-level model maximizes the profit of the network operator and the low-level model minimizes the cost of electricity supply to microgrids. To solve this model, a multi-stage stochastic programming approach based on particle swarm optimization algorithm is proposed. The simulation results show a significant reduction in market prices by approximately 36%, a 47% increase in responsive load consumption, and a tripling of local generation. These findings indicate the potential of the proposed approach in increasing the profit of all participants and improving energy management in cooperative microgrids.