drop 0.4 support (#86)

src/MarketTechnicals.jl

@@ -1,4 +1,4 @@
-VERSION >= v"0.4.0-dev+6521" && __precompile__(true)
+__precompile__(true)
 
 using TimeSeries, StatsBase
 

src/volatility.jl

@@ -13,16 +13,15 @@ Bollinger Bands
 \end{align*}
 ```
 """
-function bollingerbands{T,N}(ta::TimeArray{T,N}, ma::Int, width::Float64)
+function bollingerbands{T,N}(ta::TimeArray{T,N}, ma::Integer=20,
+                             width::AbstractFloat=2.0)
     tama   = sma(ta, ma)
     upband = tama .+ moving(ta, std, ma) .* width .* sqrt((ma-1)/ma) # take out Bessel correction, per algorithm
     dnband = tama .- moving(ta, std, ma) .* width .* sqrt((ma-1)/ma)
     bands  =  merge(upband, dnband)
     merge(bands, tama, colnames = ["up", "down", "mean"])
 end
 
-bollingerbands{T,N}(ta::TimeArray{T,N}) = bollingerbands(ta, 20, 2.0)
-
 doc"""
     truerange(ohlc; h="High", l="Low", c="Close")
 
@@ -53,14 +52,13 @@ It's the exponential moving average of [`truerange`](@ref)
 ```
 
 """
-function atr{T,N}(ohlc::TimeArray{T,N}, n::Int; h="High", l="Low", c="Close")
+function atr{T,N}(ohlc::TimeArray{T,N}, n::Integer=14;
+                  h="High", l="Low", c="Close")
     # atr was invented by Wilder, so only his ema is currently supported
     res = ema(truerange(ohlc), n, wilder=true)
     TimeArray(res.timestamp, res.values, ["atr"], ohlc.meta)
 end
 
-atr{T,N}(ta::TimeArray{T,N}) = atr(ta, 14)
-
 # function keltnerbands{T,N}(ohlc::TimeArray{T,N}, n::Int)
 # 	typ = typical(ohlc)
 # 	rng = ohlc["High"] .- ohlc["Low"]