Grid trading is an active trading strategy that takes advantage of market fluctuation. Its essence is to use the repeated movement of the price of the investment target in a period of fluctuation to increase or decrease the position in order to maximize the investment income. Generally speaking, according to the establishment of grids with different numbers and sizes, we will open positions when we break through the grid and reduce positions when we return to the grid, so as to capture the fluctuation trend of prices and achieve the goal of profitability.

If you quantify grid transactions in a programming language, here is a Python strategy source code reference: a web page link.