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

#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.