direction of current bar

Try Close[1] > Open[0] or Close[1] < Open[0]

The Close[0] value is not empty, it is the last Bid and so it changes until the bar is completed!

Thank you deysmacro. I don't understand why, but it does work.

 Edit: I take that back (not the thank you); I was checking more bars and noticed it was working more by coincidence. 

This is not a good solution because at the beginning of a new bar, the direction will change and change.

could be

Close[0] > Close[1]; up same problem 

Close[0] > Close[1] - spread*Point ; up 

Close[0] > Open[1]; up

((Close[0] + Open[0])/2)> ((Close[1] + Open[1])/2)

Using a loop with Close[i] > Open[i] = 1 & Close[i] < Open[i] = -1 works fine in an indicator but returns EMPTY_VALUE when the indicator is used in an EA. I tried comparing the Open with the Bid (and with Ask) but that doesn't work either. I'm not interested in the previous bar. All I want to know is if the current bar is up or down at the moment and I want it to work in an EA.

#define NEUTRAL 0
#define UP 1
#define DOWN 2

int digits;

int OnInit()
  {
   if(_Digits==3) digits=2;
   else           digits=4;
  
int Direction() 
  {
   int direction=NEUTRAL;
   static double price[3];
   price[2]=price[1];
   price[1]=price[0];
   price[0]=NormalizeDouble(Ask,digits);
   
   if(price[0]>price[2])   direction=UP;
   if(price[0]<price[2])   direction=DOWN;
   return(direction);
  } 

I don't understand. How can comparing the current price with previous prices tell me whether or not the current bar is up or down. I don't want to know how it compares with previous bars; I just want to know if the current price (often called Last in other languages) is greater than or less than the current bar's Open.

I also tried using this function in the EA:

double GetBarDirection()
{
        if(Open[0]>Bid) return -1.0;
        else if(Open[0]<Bid) return 1.0;
        else return 0.0;
}

 It doesn't work either. All bars = 0.0;

I just realized what your code is doing. That seems to be working. Thanks!

Edit: I spoke too soon again. On closer examination, bars that are obviously down (Red on my chart) are sometimes classified as up bars and vice versa. Unfortunately, the discrepancies are not consistent.

nice solution piPod

If you are on the current bar then the current price is what will become the close price if nothing changes so if the current price is above the open you have potentially an up bar and vice versa.  You cannot say it is the close until it has closed so it is the current price that you need to use which will become the close on the last tick of the period but it obviously varying up to that point