As mentioned above, Murphy is great for learning grammar and doing exercises.
If you're looking for a grammar dictionary, then;
Michael Swan: Practical English Usage, Oxford Press
Leech, Cruikshank, Ivanic: An A-Z of English Grammar & Usage, Longman Dictionaries
Betty Azar, Understanding and Using English Grammar, and Fundamentals of English Grammar
Marcella Frank, Modern English: Exercises for Non-Native Speakers
Thanks Evgeniya and Andi I think I will start with Murphy book then read Michael Swan: Practical English Usage. Really I appreciate your answers.