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Why do prices move in the same direction but with a lag on correlated instruments?

What causes this lag? That is, let's say the price goes down on GBPUSD, and on GBPYen stands, and only after some time also starts going down, but passes about the same number of pips as GBPUSDB but with a lag

GRAAL

If the price goes up by n (the intpu parameters should be specified), then buy, if down - sell with stop losses also in n, but without take profit . then if the price goes up by n points from the price of the last open order, the same and down respectively. Make PLEASE THIS GRALITY!!!!! there are