A new approach to form staircase bidding strategies is presented based on unascertained mathematics（UM）. Unascertained and melted information such as market clearing price（MCP）， bidding energy， and generation cost is expressed by their counterpart unascertained rational numbers. A modified calculation formula is defined to solve the problem that the results are sometimes not in accord with physical phenomena by conventional calculation rules of UM， and it is used to attain the expected profits which are the bases of the final strategies considering their risks and the situation of the market as well. The approach does not need to assume the distribution of MCP， and the derived results can provide much information than traditional ones. The unascertained rational number with higher order can precisely simulate the situation of the market and give much information and alternative strategies for the enterprise. Its validity and superiority are demonstrated via an example.