Caution: Disconnect all power first.
A basic diode test can identify a shorted SCR but not always a failed-open unit. Measure resistance:

• Between anode and cathode (power terminals) in both directions – should read high resistance (open) in both polarities.
• Between gate and cathode – a low-resistance diode junction should be present (tens of ohms) in one direction.
  If you find a short (near zero ohms) between anode and cathode, the SCR is defective. For a reliable full-load test, an oscilloscope and a current probe are recommended.