What I want is to do asc, desc, and abs desc, going through with each (double) click.  One option is to change the sortcomparer in the AfterSortChange property, but I was hoping for something more elegant than managing the sort state myself.

If this is what I need to do, how do I define a custom sort comparer for built in types?   The documentation for SortComparer says it takes to UltraGridCell values.  The CompareTo method only takes 1 value.

I'm also having trouble with sorting...  Here's my code

        public int Compare(object o1, object o2)
        {
            UltraGridCell left = o1 as UltraGridCell;
            UltraGridCell right = o2 as UltraGridCell;
            double x = (double)(left.Value);
            double y = (double)(right.Value);
             //Other code follows

        }

on double x = (double)(left.Value) I get an InvalidCastException.  The value will be an int or a double.  Is there another way to extract the value? 

Depending on the column settings that cell could be a null value.  If it is a null value you obviously won't be able to cast it as double.

 I would declare a variable as a double and do a double.tryparse on that cell value if that variable you declare is nothing then you don't have a double value. 

 after you have both your value as double you can just do a return double.compare on both values.

In the debugger, it's not null.  It has an integer value. 

Try doing the double.tryparse to extract the value.  If that doesn't work, I would post the issue on a msdn .net forum.

 TryParse worked.