Here we also deal with the case when y[n]==y[n-1]
.
We use the Sign
to get the sign of the slope and mapping to the colors by {1 -> Green, 0 -> Gray, -1 -> Red}
.
Clear[data, line];
data = {{1, 1}, {2, 2}, {3, 3}, {4, 4}, {5, 5}, {6,
5}, {7, 5}, {8, 7}, {9, 6}, {10, 5}, {11, 8}, {12, 8}, {13,
8}, {14, 4}, {15, 4}, {16, 3}, {17, 2}, {18, 1}, {19, 5}, {20,
5}, {21, 5}, {22, 7}, {23, 8}};
line[{a_,
b_}] := {Sign[(b[[2]] - a[[2]])/(b[[1]] - a[[1]])] /. {1 -> Blue,
0 -> Green, -1 -> Red}, Line[{a, b}]}
BlockMap[line, data, 2, 1] // Graphics

Clear[data, polys];
data = {{1, 1}, {2, 2}, {3, 3}, {4, 4}, {5, 5}, {6, 5}, {7, 5}, {8,
7}, {9, 6}, {10, 5}, {11, 8}, {12, 8}, {13, 8}, {14, 4}, {15,
4}, {16, 3}, {17, 2}, {18, 1}, {19, 5}, {20, 5}, {21, 5}, {22,
7}, {23, 8}};
polys = Partition[data, 2,
1] /. {p_, q_} :> {EdgeForm[Directive[White, JoinForm["Round"]]],
Sign[q[[2]] - p[[2]]] /. {1 -> Blue, 0 -> Green, -1 -> Red},
Polygon[{p, q, Projection[q, {1, 0}], Projection[p, {1, 0}]}]};
Graphics[polys, Axes -> True, AxesOrigin -> {0, 0},
AspectRatio -> Automatic]

InterpolationOrder->1
+ColorFunction -> Function[{x,y}, Which[f'[x] < 0, Blue, f'[x] == 0, Red, True, Green]], ColorFunctionScaling -> False
could help. (Put here just for reference.) $\endgroup$