DURING A VECTORING APCH TO FINAL; THE CAPT OF AN WDB MISTAKENLY SWITCHED OFF THE PWR TO THE DIRECTIONAL GYROS CAUSING A DEV FROM ASSIGNED HDG.

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'LOOK BEFORE YOU SWITCH' THIS CAPT NORMALLY FLIES DC10-10 ACFT. THIS INCIDENT HAPPENED TO BE IN A 10-30. O'HARE WX WAS ABOUT 800 FT AND 4 LIGHT SNOW. PARALLEL RWY 27 APCH IN PROGRESS. FLT HAD JUST LEVELED AT 4000 FT PROCEEDING DOWNWIND FOR RWY 27R. CAPT WAS HAND FLYING AND NOTICED THAT HIS FD DISPLAY SHOWED ALT STILL ARMED AND NO CAPTURE IN SPITE OF THE FACT THAT 4000 FT WAS SET AND ARMED. (A PREVIOUS LOG ITEM WAS THAT AUTOPLT DID NOT CAPTURE ALT -- 'FIX' -- UNABLE TO DUPLICATE.) THE CAPT ASKED HIS FO IS HIS FD HAD CAPTURED AND FO REPLIED 'YES.' THE FLT WAS THEN GIVEN A HDG AT 180 DEGS TO TURN BASE. WHILE TURNING THE CAPT REACHED UP AND TURNED WHAT HE THOUGHT WAS THE FD BOTH ON FO SWITCH HE EITHER SWITCHED CADC OR EMER PWR; BUT MOVEMENT OF THE SWITCH CAUSED THE HORIZON TO START TO TUMBLE AND SWITCH WAS IMMEDIATELY TURNED BACK TO THE ORIGINAL POS. (FRACTION OF A SECOND). WHEN WINGS ROLLED LEVEL; BOTH COMPASS CARDS HAD DIFFERENT HDGS NEITHER AT WHICH JIVED WITH THE LOCATOR POINTING AT 'TAFFS.' ACFT WAS THEN GIVEN A NEW HDG TO INTERCEPT. CAPT TURNED TO THIS NEW HDG BUT LOCATOR POINTER STILL DID NOT JIVE WITH INDICATED HDG. TWR NOTICED THE ACFT PASSING THROUGH THE LOC AND REPEATED THE INTERCEPT INSTRUCTIONS. WE THEN REPLIED THAT WE HAD A COMPASS CARD PROB AND WOULD LIKE TO BE PULLED OFF OF THE APCH. APCH CTL TOLD ACFT TO TURN TO 330 DEGS. WE TOLD APCH THAT WE HAD NO COMPASS AND WERE IN A R TURN AND TO PLEASE 'STOP OUR TURN.' APCH REPLIED 'TURN R TO 360 DEGS.' WE REPEATED THAT WE HAD NO COMPASS. THEY REPLIED 'TURN TO 360 DEGS MAINTAIN 4OOO FT. THE CAPT THEN INSTRUCTED THE FO TO PULL DOWN AND LIGHT UP THE WET COMPASS. SINCE NONE OF US WERE ABLE TO RECALL WHICH WAY THE WET COMPASS PRECESSED IN A TURN; IT TOOK A COUPLE OF WINGS LEVEL TO SET ON A N HDG. WE THEN SWITCHED BOTH COMPASS CARDS TO DC; CAGED THEM TO N AND RESLAVED THEM. AFTER THAT WE WERE VECTORED FOR A NORMAL APCH. AFTER WE WERE ON THE GND; SWITCHING THE AIR DATA COMPUTER OR EMER PWR WOULD NOT DUPLICATE THE PROB. NEITHER WILL THIS CAPT DUPLICATE BY NOT LOOKING BEFORE HE SWITCHES. MAINT DETERMINED THAT IT WAS THE PITCH COMPUTER THAT WAS THE PROB.