diff --git a/README.md b/README.md
index fdf97ce..9c968c9 100644
--- a/README.md
+++ b/README.md
@@ -68,6 +68,8 @@ Supported statistics/indicators are:
 * FTR: the Gaussian Fisher Transform Price Reversals indicator
 * RVGI: Relative Vigor Index
 * Inertia: Inertia Indicator
+* KST: Know Sure Thing
+* PGO: Pretty Good Oscillator
 
 ## Installation
 
@@ -990,6 +992,23 @@ Where:
 * RCMA3=10-period SMA of 20-period ROC
 * RCMA4=15-period SMA of 30-period ROC
 
+Example:
+* `df['kst']` retrieves the KST.
+
+#### [Pretty Good Oscillator (PGO)](https://library.tradingtechnologies.com/trade/chrt-ti-pretty-good-oscillator.html)
+
+The Pretty Good Oscillator indicator by Mark Johnson measures the 
+distance of the current close from its N-day simple moving average, 
+expressed in terms of an average true range over a similar period.
+
+Formular:
+* PGO = (Close - SMA) / (EMA of TR)
+
+Example:
+* `df['pgo']` retrieves the PGO with default window 14.
+* `df['pgo_10']` retrieves the PGO with window 10.
+
+
 ## Issues
 
 We use [Github Issues](https://github.com/jealous/stockstats/issues) to track
diff --git a/stockstats.py b/stockstats.py
index cab7f86..267dd9f 100644
--- a/stockstats.py
+++ b/stockstats.py
@@ -71,6 +71,7 @@ class StockStatsError(Exception):
     'mfi': 14,
     'ndi': 14,
     'pdi': 14,
+    'pgo': 14,
     'ppo': (12, 26, 9),  # short, long, signal
     'rsi': 14,
     'rsv': 9,
@@ -1581,6 +1582,29 @@ def _kst(self) -> pd.Series:
     def _get_kst(self, meta: _Meta):
         self[meta.name] = self._kst()
 
+    def _pgo(self, window: int) -> pd.Series:
+        """ Pretty Good Oscillator (PGO)
+
+        https://library.tradingtechnologies.com/trade/chrt-ti-pretty-good-oscillator.html
+
+        The Pretty Good Oscillator indicator by Mark Johnson measures the
+        distance of the current close from its N-day simple moving average,
+        expressed in terms of an average true range over a similar period.
+
+        Formular:
+        * PGO = (Close - SMA) / (EMA of TR)
+
+        Where:
+        * SMA = Simple Moving Average of Close over N periods
+        * EMA of TR = Exponential Moving Average of True Range over N periods
+        """
+        up = self.close - self.sma(self.close, window)
+        down = self.ema(self._tr(), window)
+        return up / down
+
+    def _get_pgo(self, meta: _Meta):
+        self[meta.name] = self._pgo(meta.int)
+
     @staticmethod
     def parse_column_name(name):
         m = re.match(r'(.*)_([\d\-+~,.]+)_(\w+)', name)
@@ -1727,6 +1751,7 @@ def handler(self):
             ('rvgi', 'rvgis'): self._get_rvgi,
             ('inertia',): self._get_inertia,
             ('kst',): self._get_kst,
+            ('pgo',): self._get_pgo,
         }
 
     def __init_not_exist_column(self, key):
diff --git a/test.py b/test.py
index 8225392..8b58da0 100644
--- a/test.py
+++ b/test.py
@@ -1044,3 +1044,17 @@ def test_kst(self):
         assert_that(kst[20110117], equal_to(0))
         assert_that(kst[20110118], near_to(0.063442))
         assert_that(kst[20110131], near_to(-2.519985))
+
+    def test_pgo(self):
+        stock = self.get_stock_90days()
+        pgo = stock['pgo']
+        assert_that(pgo[20110117], near_to(-0.968845))
+        assert_that(pgo[20110214], near_to(1.292029))
+
+        pgo14 = stock['pgo_14']
+        assert_that(pgo14[20110117], near_to(-0.968845))
+        assert_that(pgo14[20110214], near_to(1.292029))
+
+        pgo10 = stock['pgo_10']
+        assert_that(pgo10[20110117], near_to(-0.959768))
+        assert_that(pgo10[20110214], near_to(1.214206))