A great many people are confused on how best to measure trend. This is understandable because in most cases, nobody has explained to them that trend is a complex thing that requires more than one measurement. There are two primary categories of trend measurement. Trend strength is a measure of how much change in the data takes place during a trend. The greater the rate of change, the greater the strength of the trend. Trend strength is often referred to as "momentum" when applied to financial data. Trend quality is a measure of what fraction of a given interval of a time series can be considered as trend. Most financial trends are mixed: they are combinations of trend and noise (aka "choppiness"). It is important to know how much actual trend is present before good trading decisions can be made. There are only a few trend quality indicators in the public domain. The two most prominent are the Kaufman Efficiency Ratio and the True Strength Index (ironically, not a measure of trend strength). I honestly can't tell you what ADX measures about trend. I have always lost interest halfway through the description. Some technical indicators are way too kludgey for me to take them seriously. Linear regression is a simultaneous measurement of trend strength and trend quality. IMO it fails at both because (a) a pure trend can be nonlinear, which linear regression cannot differentiate from choppiness, and (b) the linear regression gives false levels of the actual overall momentum.