The Takagi-van der Waerden functions are a well-known class of continuous but nowhere differentiable functions. In this paper, we study their weighted versions, the Takagi-van der Waerden class functions $f_{r,a}(x)$, from a probabilistic point of view. We prove that the local modulus of continuity of $f_{r,a}(x)$ is described by a standard Brownian motion under some regularity assumptions on the weights, as an application of a strong approximation for elephant random walks remembering the very recent past with variable step length.