Replacing Rectifier Disks - Classic Toy Trains Magazine

Here is a link to a schematic diagram for a 1033: 

The label "RECTIFIER" is just above the component symbol for a "crystal rectifier", now commonly called a diode.  It looks like an arrow touching short bar perpendicular to the wire.  Ordinarily the arrow points from the "anode" to the "cathode".  But it is shown backwards here and in all the postwar manuals I have ever checked.

The diode component you have may be marked in various ways.  Sometimes the diode symbol is printed on the side of the diode.  Plastic-cased diodes have a band painted around the cylindrical case at the cathode end.  Generally, if one terminal is marked in some way, it is the cathode.

So put your diode into the circuit with its arrow pointing the other way from the diode in the diagram.

Actually, a postwar whistle will blow no matter which way you put the diode, but modern whistles use the signal polarity to distinguish between whistle and bell.