On the DT402 and DT400 series throttles, the direction indicators are located in the LCD Display directly below the Loco Icon.
There are separate indicators for the L (left) and R (right) throttles. If the arrow points to the front of the loco, the throttle is in the forward direction. If the arrow points to the back of the loco, then the throttle is in the reverse direction. If there is not a locomotive selected on a throttle the loco icon will not appear.
Note: These direction indicators are for DCC equipped locos only. They will indicate direction based on the normal direction of travel that you set up for your DCC equipped loco. If you are using an analog loco, the direction indicator may or may not match the actual direction of the analog loco.