When should I measure the angle of a complex number clockwise or anticlockwise?

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Actually, in both cases the angle is measured counterclockwise (as they should). That's why in the second angle the value is $-135^\circ$. If it was being measured clockwise, the value would be just $135^\circ$.

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This is because we want to have $\theta$ such that $$-\pi<\theta\le\pi.$$ This is known as the principal value of an argument, denoted $\text{Arg}\,z$.

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The usual representation of arguments (polar angles) of points $(x,y)$, resp. $z=x+iy$, in figures is unfortunate, as is exemplified by the above question. In both linked figures the argument is measured counterclockwise, starting from the positive $x$-axis, but the second figure is showing a strange arrow pointing clockwise, accompagned by a negative number. I therefore suggest to indicate the measurement of arguments in figures as follows:

enter image description here

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Actually those are both counter clockwise. Note the second angle is NEGATIVE $135$. A negative angle in the counterclockwise position, will appear to be the same as a positive angle of the same magnitude in the clockwise position.

So both diagrams ARE counterclockwise.

enter image description here

Counter-clockwise means: Increasing values go counter-clockwise. And decreasing values go clockwise. In this diagram we start at $0^{\circ}$ and DEcrease to $- 135^{\circ}$.

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Note that in the first diagram, $-1+i$ is equal to $\sqrt {2} \angle 135°$, but in the second diagram the quantity is $-1-i$, which is equal to $\sqrt {2} \angle -135°.$

Negative angles figure heavily into AC circuits, where the phase angle $\tan \theta = \frac {X_L-X_C}{R}$, where $L$ (impedance) and $C$ (capacitance) are imaginary and $R$ is the resistance, the phase angle between the voltage and the current is determined by the sign of the angle. To show that the voltage lags behind the current, we must show the angle as negative, and to do so we take the angle clockwise, rather than anti (counter) clockwise.

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Argument of a complex number is defined to be the angle between the positive real axis and the line joining the origin and z, represented as a point in the complex plane

NOTICE that no where it is mentioned that it must be measured in anti-clockwise direction or in clockwise direction.

Although it is a convention that we must measure the angle in anticlockwise direction.

But for the principal argument or amplitude of a complex number to be defined we only need the following conditions:

(i) the angle must be measured with the positive real access

(ii)the angle must lie between (-π,π]

So, in your 2nd diagram the angle -135°, if measured from anticlockwise direction with the positive real axis would come out to be 225°. The angle 225 degrees is not lying between(-π,π]. Therefore 225 degree will not be accepted as the principle argument or amplitude of the complex number.

Therefore, measuring the angle with the positive real axis in clockwise direction gives us -135°. And this angle completely satisfies the condition for it to be principal argument

Therefore, the principle argument is -135 degrees

Conclusion : The final conclusion is that we must not consider the direction of the measurement of the angle. Instead we must only measure the angle with the positive real axis.