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If you are talking about something like this:

http://www.perko.com/catalog/underwat..._strainer/

then in both boats I've owned that were equipped with one, and any installation I have ever seen (many, many) the open scoop was always facing aft (closed portion forward).

The idea of having the opening facing aft is to prevent the high water pressure caused by forward motion from forcing its way up into the thru-hull and beyond. This orientation also helps to prevent smaller debris from being forced through the strainer.