diff --git a/README.md b/README.md
index 21c10eb6b..34bb1218d 100644
--- a/README.md
+++ b/README.md
@@ -233,7 +233,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
   order [buyandhold](pkg/strategy/pricedrop)
 - `bollgrid` strategy implements a basic grid strategy with the built-in bollinger
   indicator [bollgrid](pkg/strategy/bollgrid)
-- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid)
+- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See
+  [document](./doc/strategy/grid.md).
 - `support` strategy implements the fixed price band grid strategy [support](pkg/strategy/support). See
   [document](./doc/strategy/support.md).
 - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
diff --git a/doc/strategy/grid.md b/doc/strategy/grid.md
new file mode 100644
index 000000000..1c10d19a6
--- /dev/null
+++ b/doc/strategy/grid.md
@@ -0,0 +1,31 @@
+### Grid Strategy
+
+This strategy places buy and sell orders within the specified price range. The gap between orders are equal, thus they
+form `grids`. The price gap is calculated from price range and the number of grids. 
+
+
+#### Parameters
+
+- `symbol`
+    - The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT`
+- `quantity`
+    - Quantity per order
+- `gridNumber`
+    - Number of grids, which is the maximum numbers of orders minus one.
+- `profitSpread`
+    - The arbitrage profit amount of a set of buy and sell orders. In other words, the profit you want to add to your
+      sell order when your buy order is executed.  
+- `upperPrice`
+    - The upper bond price
+- `lowerPrice`
+    - The lower bond price
+- `long`
+    - If true, the sell order is submitted in the same order amount as the filled corresponding buy order, rather than
+      the same quantity, which means the arbitrage profit is accumulated in the base asset rather than the quote asset. 
+- `catchUp`
+    - If true, BBGO will try to submit orders for missing grids. 
+
+
+#### Examples
+
+See [grid.yaml](../../config/grid.yaml)
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