I do this all the time on all of my bikes I build. I use a simple trailer module that I get for about $15 from a local auto store. The trailer module will actually allow you to use single filament bulbs to work as signal and brake lights.
You need to run the left and right signal wires that connected to those signal lights to the input side of the trailer module. You need to run a wire from your brake light to the input side of the module as well. Then the output left and right wires from the module go to the signals. Once you have this completed when you hit your brakes your brake light and both signals will come on. Release your brake and the signal lights will go out, now turn your left signal on. The left signal will flash, now hit the brake and the left signal will still flash and the brake light and right signal will come on. You can repeat this turn the right signal on and so on.
I wouldn't suggest using two filament signals in the rear, as I have found that having running lights on the rear signals reduces the visual difference in brightness when the signals are turn on and cagers don't see enough of a difference during the day to recognize that you have put a signal on.....

. Not a good thing at all.