Clorine demand

[mrat240]

I have been having problems with my grids for some time now. Last year at the end of the season I bought new grids. This year opened pool put new grids in 1 week and 2 days later filter gauge is at 34 (to high). Backwash pool needle goes down within a few days same again. Local pool company comes out changes grids, put theirs in takes mine and soaks them. This is now 5 days needle is still at 16 but the pool company is telling me I have a chlorine demand problem. They tested the water and it has no chlorine in it. In the last 5 days I have put 3 1lb bags of shock in. Would this have anything to do with the grids and why is there a chlorine demand? HELP