Angular datatables - missing sort arrows when columns defined with DTColumnBuilder

Question

I'm using Angular-datatables and when I define the table using the angular renderer I can see nice arrows for sorting column.

<table class="dataTable row-border hover" datatable="ng" dt options="vm.dtOptions">
    <thead>
     <tr>
      <th class="secondary-text">
        <div class="table-header">
          <span class="column-title">My header</span>
        </div>
      </th> 
     </tr>
    </thead>
    <tbody>
      <tr ng-repeat="ex in ::vm.exes"> 
       <td>{{ex.myValue}}</td> 
      </tr>
    </tbody>
</table>

When I define the columns with DTColumnBuilder.newColumn the arrows are missing (sorting works).

 <table datatable="" dt-options="vm.dtOptions" dt-columns="vm.dtColumns" 
        class="dataTable row-border hover"
        dt-disable-deep-watchers="true" 
        dt-instance="vm.dtInstanceCallback">
 </table>

and

vm.dtColumns = [
        DTColumnBuilder.newColumn('myValue').withTitle('My header'), 

Can I bring the sorting arrows back?