@pelson - You are absolutely right in that it must be clear to end-users which interface they are using. In fact, it shouldn' t be that hard to check which one they are using. You could simply check whether the fourth provided list (highs in the old ochl-interface, lows in the new ohlc-interface) is always larger or equal to the fifth list (lows in the old ochl-interface, closes in the new ohlc-interface). If this argument is true, they are using the old interface and we could raise an error. If this argument is false then they are using the new interface and all is good.

@mdboom - Indeed also a very good suggestion. I would be enthousiastic about this, although I still think that the ochl-flavour should eventually be removed to avoid confusion and simplify the interface by reducing the amount of functions.