It is best to leave the indicator setting (period) at the standard 14. You may also use periods of 12, 18, or 21 for the ADX; periods from 7 to 30 are occasionally used.
With longer periods, trend information is more reliable, but the calculation of the indicator takes more time, and it is possible to miss a significant portion of a trend before the indicator reveals it.
The use of shorter periods allows the quicker indication of trends, but the quality of such signals is worse.