Accurate identification of the QRS complex is critical to analyse heart rate variability (HRV), which is linked to various adverse outcomes in premature infants. Reliable and accurate extraction of HRV characteristics at a large scale in the neonatal context remains a challenge. In this paper, we investigate the capabilities of 15 state-of-the-art QRS complex detection implementations using two real-world preterm neonatal datasets. As an attempt to improve the accuracy and reliability, we introduce a weighted ensemble-based method as an alternative. Obtained results indicate the superiority of the proposed method over the state of the art on both datasets with an F1-score of 0.966 (95% CI 0.962-0.97) and 0.893 (95% CI 0.892-0.894). This motivates the deployment of ensemble-based methods for any HRV-based analysis to ensure robust and accurate QRS complex detection.