# Weighted Average (WEIGHTEDAVERAGE)

> QuantNexus indicator page for a coefficient-weighted rolling average.

**Route**: `/quantnexus/indicators/weightedaverage/`

## What It Does

WEIGHTEDAVERAGE computes a rolling average with an adjustable coefficient and weight structure.

## Formula

`Weighted Average = weighted sum of prices over the lookback window`

## Parameters

- `period` - default `14`
- `coef` - default `1`
- `weights` - default `()`

## C++23 API

```cpp
#include <nonabt/indicators/weightedaverage.hpp>
auto weightedAverage = std::make_unique<nonabt::WEIGHTEDAVERAGE>(data().close(), 14, 1, "()");
```

## Common Usage

- Use it when different parts of the window should contribute unevenly.
- Pair it with price crossovers or smoothing workflows.
- Helpful for custom weighting schemes in strategy templates.